{smcl}
{txt}{sf}{ul off}{.-}
      name:  {res}<unnamed>
       {txt}log:  {res}D:\Asymmetric Loss Project\New Version (2012)\Data Folder\policy priorities.unrestricted reported EIP models.01-10-12.smcl
  {txt}log type:  {res}smcl
 {txt}opened on:  {res}10 Jan 2013, 13:53:38
{txt}
{com}. 
. 
. 
. * OPEN "BASE 'PURSE STRINGS'" DATA SET
.   
. use "D:\Asymmetric Loss Project\New Version (2012)\Data Folder\policy priorities.02-01-12.dta", clear
{txt}
{com}.   
. 
.   
. 
. ****************************************************************************************************************************************
. ***************************************************************************************************************************************
. 
. ******* EIP MODEL: MODEL 1 (UNRESTRICTED MODEL REPORTED IN MANUSCRIPT: TIMEWISE DUMMY FIXED EFFECTS IN EIP MODEL FOR YEARS THAT DO NOT DROP OUT DUE TO MULTICOLLINEARITY  DUMMIES) ********
. 
. *** NOTE: OMITTED TIME DUMMIES DUE TO COLLINEARITY ARE AS FOLLOWS: FY 1960, FY 1961, FY 1962, FY1964, FY 1969, FY 1976, FY 1977, FY 1984, FY 1991, FY 2001 *** 
. 
. 
. ***************************************************************************************************************************************
. ***************************************************************************************************************************************
. ***************************************************************************************************************************************
. ***************************************************************************************************************************************
. 
. 
. 
. 
. **** FIRST-STAGE ESTIMATION: OBTAINING EXTERNALLY-INDUCED BUDGETARY PREFERENCE (EIP) PROPOSAL MODEL ESTIMATES *****
. 
. 
. set more off 
{txt}
{com}. 
. 
. xtset agencycode fiscalyear, yearly
{res}{txt}{col 8}panel variable:  {res}agencycode (strongly balanced)
{txt}{col 9}time variable:  {res}{col 25}fiscalyear, 1960 to 2009
{txt}{col 17}delta:  {res}1 year
{txt}
{com}. 
. * eststo clear
. 
. 
. 
. ** MODEL 1 (REPORTED IN THE MANUSCRIPT): (OMIT BOTH ASCIHA & ASCTHA INTERACTION TERMS FROM ACCOMMODATION PROPOSAL MODEL SPECIFICATION)
. 
. 
. xtreg prgrowth hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratepres lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp fy1963 fy1965 fy1966 fy1967 fy1968 fy1970 fy1971 fy1972 fy1973 fy1974 ///
>       fy1975 fy1978 fy1979 fy1980 fy1981 fy1982 fy1983 fy1985 fy1986 fy1987 fy1988 fy1989 fy1990 fy1992 fy1993 fy1994 fy1995 fy1996 fy1997 fy1998 fy1999 fy2000 fy2002 fy2003 fy2005 fy2006 fy2007 fy2008 fy2009, fe cluster(agencycode)

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1282
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2823                         {txt}Obs per group: min = {res}       18
{txt}       between = {res}0.1273                                        {txt}avg = {res}     40.1
{txt}       overall = {res}0.2560                                        {txt}max = {res}       47

{col 49}{help j_robustsingular##|_new:F(31,31)}{col 68}{txt}={col 70}{res}        .
{txt}corr(u_i, Xb)  = {res}-0.3191                        {txt}Prob > F           =    {res}     .

{txt}{ralign 89:(Std. Err. adjusted for {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}{col 37}    Robust
{col 1}               prgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      t{col 57}   P>|t|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 16}hdempct {c |}{col 25}{res}{space 2}-2.043877{col 37}{space 2} 1.501263{col 48}{space 1}   -1.36{col 57}{space 3}0.183{col 65}{space 4}-5.105723{col 78}{space 3} 1.017969
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2} 1.358913{col 37}{space 2} 1.046214{col 48}{space 1}    1.30{col 57}{space 3}0.204{col 65}{space 4}-.7748541{col 78}{space 3} 3.492679
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} 17.85259{col 37}{space 2} 10.93407{col 48}{space 1}    1.63{col 57}{space 3}0.113{col 65}{space 4}  -4.4476{col 78}{space 3} 40.15277
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2}-2.762925{col 37}{space 2} 1.843076{col 48}{space 1}   -1.50{col 57}{space 3}0.144{col 65}{space 4}-6.521904{col 78}{space 3} .9960537
{txt}{space 19}asct {c |}{col 25}{res}{space 2}-.1079217{col 37}{space 2} .3656577{col 48}{space 1}   -0.30{col 57}{space 3}0.770{col 65}{space 4}-.8536854{col 78}{space 3} .6378421
{txt}{space 19}asci {c |}{col 25}{res}{space 2} .2371073{col 37}{space 2} 5.040042{col 48}{space 1}    0.05{col 57}{space 3}0.963{col 65}{space 4}-10.04213{col 78}{space 3} 10.51634
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2} .4082713{col 37}{space 2} .0775796{col 48}{space 1}    5.26{col 57}{space 3}0.000{col 65}{space 4} .2500466{col 78}{space 3}  .566496
{txt}{space 13}ueratepres {c |}{col 25}{res}{space 2} 5.994854{col 37}{space 2} 4.763407{col 48}{space 1}    1.26{col 57}{space 3}0.218{col 65}{space 4}-3.720178{col 78}{space 3} 15.70989
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2} 1.505051{col 37}{space 2} 1.549142{col 48}{space 1}    0.97{col 57}{space 3}0.339{col 65}{space 4}-1.654445{col 78}{space 3} 4.664546
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2}-6.010356{col 37}{space 2}  2.10528{col 48}{space 1}   -2.85{col 57}{space 3}0.008{col 65}{space 4} -10.3041{col 78}{space 3} -1.71661
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}-8.531019{col 37}{space 2} 10.24769{col 48}{space 1}   -0.83{col 57}{space 3}0.412{col 65}{space 4}-29.43133{col 78}{space 3} 12.36929
{txt}{space 20}grh {c |}{col 25}{res}{space 2} 3.776811{col 37}{space 2} 10.79807{col 48}{space 1}    0.35{col 57}{space 3}0.729{col 65}{space 4}  -18.246{col 78}{space 3} 25.79963
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} -1.60192{col 37}{space 2} 3.075906{col 48}{space 1}   -0.52{col 57}{space 3}0.606{col 65}{space 4}-7.875272{col 78}{space 3} 4.671431
{txt}{space 17}fy1963 {c |}{col 25}{res}{space 2} 4.188506{col 37}{space 2} 21.05582{col 48}{space 1}    0.20{col 57}{space 3}0.844{col 65}{space 4}-38.75512{col 78}{space 3} 47.13213
{txt}{space 17}fy1965 {c |}{col 25}{res}{space 2}-37.39855{col 37}{space 2} 17.34561{col 48}{space 1}   -2.16{col 57}{space 3}0.039{col 65}{space 4}-72.77517{col 78}{space 3}-2.021941
{txt}{space 17}fy1966 {c |}{col 25}{res}{space 2} 20.20413{col 37}{space 2} 22.70267{col 48}{space 1}    0.89{col 57}{space 3}0.380{col 65}{space 4}-26.09827{col 78}{space 3} 66.50653
{txt}{space 17}fy1967 {c |}{col 25}{res}{space 2}-1.512072{col 37}{space 2}  22.8993{col 48}{space 1}   -0.07{col 57}{space 3}0.948{col 65}{space 4} -48.2155{col 78}{space 3} 45.19135
{txt}{space 17}fy1968 {c |}{col 25}{res}{space 2} 2.796356{col 37}{space 2} 13.19518{col 48}{space 1}    0.21{col 57}{space 3}0.834{col 65}{space 4} -24.1154{col 78}{space 3} 29.70811
{txt}{space 17}fy1970 {c |}{col 25}{res}{space 2} 8.786097{col 37}{space 2} 11.11005{col 48}{space 1}    0.79{col 57}{space 3}0.435{col 65}{space 4}  -13.873{col 78}{space 3}  31.4452
{txt}{space 17}fy1971 {c |}{col 25}{res}{space 2}   -6.613{col 37}{space 2} 18.35816{col 48}{space 1}   -0.36{col 57}{space 3}0.721{col 65}{space 4}-44.05472{col 78}{space 3} 30.82872
{txt}{space 17}fy1972 {c |}{col 25}{res}{space 2}-5.998056{col 37}{space 2} 12.85332{col 48}{space 1}   -0.47{col 57}{space 3}0.644{col 65}{space 4}-32.21258{col 78}{space 3} 20.21647
{txt}{space 17}fy1973 {c |}{col 25}{res}{space 2}-11.69526{col 37}{space 2}  12.6222{col 48}{space 1}   -0.93{col 57}{space 3}0.361{col 65}{space 4}-37.43841{col 78}{space 3} 14.04789
{txt}{space 17}fy1974 {c |}{col 25}{res}{space 2}-28.58862{col 37}{space 2} 16.10684{col 48}{space 1}   -1.77{col 57}{space 3}0.086{col 65}{space 4}-61.43873{col 78}{space 3} 4.261502
{txt}{space 17}fy1975 {c |}{col 25}{res}{space 2}-1.682703{col 37}{space 2} 17.67823{col 48}{space 1}   -0.10{col 57}{space 3}0.925{col 65}{space 4}-37.73769{col 78}{space 3} 34.37228
{txt}{space 17}fy1978 {c |}{col 25}{res}{space 2} 14.16412{col 37}{space 2} 11.79844{col 48}{space 1}    1.20{col 57}{space 3}0.239{col 65}{space 4}-9.898956{col 78}{space 3}  38.2272
{txt}{space 17}fy1979 {c |}{col 25}{res}{space 2}-.6816358{col 37}{space 2} 6.021494{col 48}{space 1}   -0.11{col 57}{space 3}0.911{col 65}{space 4}-12.96255{col 78}{space 3} 11.59928
{txt}{space 17}fy1980 {c |}{col 25}{res}{space 2} 11.39844{col 37}{space 2} 15.86572{col 48}{space 1}    0.72{col 57}{space 3}0.478{col 65}{space 4} -20.9599{col 78}{space 3} 43.75678
{txt}{space 17}fy1981 {c |}{col 25}{res}{space 2} 21.93813{col 37}{space 2}  14.6258{col 48}{space 1}    1.50{col 57}{space 3}0.144{col 65}{space 4}-7.891387{col 78}{space 3} 51.76765
{txt}{space 17}fy1982 {c |}{col 25}{res}{space 2} 3.267872{col 37}{space 2} 10.14231{col 48}{space 1}    0.32{col 57}{space 3}0.749{col 65}{space 4}-17.41752{col 78}{space 3} 23.95326
{txt}{space 17}fy1983 {c |}{col 25}{res}{space 2}-27.60155{col 37}{space 2} 18.36026{col 48}{space 1}   -1.50{col 57}{space 3}0.143{col 65}{space 4}-65.04755{col 78}{space 3} 9.844442
{txt}{space 17}fy1985 {c |}{col 25}{res}{space 2}-.3281648{col 37}{space 2} 11.32486{col 48}{space 1}   -0.03{col 57}{space 3}0.977{col 65}{space 4}-23.42537{col 78}{space 3} 22.76904
{txt}{space 17}fy1986 {c |}{col 25}{res}{space 2}-3.380076{col 37}{space 2} 9.497846{col 48}{space 1}   -0.36{col 57}{space 3}0.724{col 65}{space 4}-22.75106{col 78}{space 3} 15.99091
{txt}{space 17}fy1987 {c |}{col 25}{res}{space 2} -14.7219{col 37}{space 2} 8.695252{col 48}{space 1}   -1.69{col 57}{space 3}0.100{col 65}{space 4}-32.45599{col 78}{space 3} 3.012179
{txt}{space 17}fy1988 {c |}{col 25}{res}{space 2} 5.018505{col 37}{space 2} 11.06091{col 48}{space 1}    0.45{col 57}{space 3}0.653{col 65}{space 4}-17.54037{col 78}{space 3} 27.57738
{txt}{space 17}fy1989 {c |}{col 25}{res}{space 2}-2.964058{col 37}{space 2} 6.199185{col 48}{space 1}   -0.48{col 57}{space 3}0.636{col 65}{space 4}-15.60738{col 78}{space 3} 9.679263
{txt}{space 17}fy1990 {c |}{col 25}{res}{space 2} 5.565203{col 37}{space 2} 13.52556{col 48}{space 1}    0.41{col 57}{space 3}0.684{col 65}{space 4}-22.02035{col 78}{space 3} 33.15076
{txt}{space 17}fy1992 {c |}{col 25}{res}{space 2} 24.08365{col 37}{space 2}  15.8289{col 48}{space 1}    1.52{col 57}{space 3}0.138{col 65}{space 4}-8.199612{col 78}{space 3} 56.36691
{txt}{space 17}fy1993 {c |}{col 25}{res}{space 2}-8.483114{col 37}{space 2} 8.647536{col 48}{space 1}   -0.98{col 57}{space 3}0.334{col 65}{space 4}-26.11988{col 78}{space 3} 9.153651
{txt}{space 17}fy1994 {c |}{col 25}{res}{space 2}  11.4945{col 37}{space 2} 8.873075{col 48}{space 1}    1.30{col 57}{space 3}0.205{col 65}{space 4}-6.602259{col 78}{space 3} 29.59125
{txt}{space 17}fy1995 {c |}{col 25}{res}{space 2}-15.34099{col 37}{space 2} 9.170611{col 48}{space 1}   -1.67{col 57}{space 3}0.104{col 65}{space 4}-34.04457{col 78}{space 3} 3.362596
{txt}{space 17}fy1996 {c |}{col 25}{res}{space 2}-13.09474{col 37}{space 2} 10.78194{col 48}{space 1}   -1.21{col 57}{space 3}0.234{col 65}{space 4}-35.08465{col 78}{space 3} 8.895163
{txt}{space 17}fy1997 {c |}{col 25}{res}{space 2}-18.47764{col 37}{space 2} 14.02541{col 48}{space 1}   -1.32{col 57}{space 3}0.197{col 65}{space 4}-47.08264{col 78}{space 3} 10.12737
{txt}{space 17}fy1998 {c |}{col 25}{res}{space 2} 14.39417{col 37}{space 2} 13.01251{col 48}{space 1}    1.11{col 57}{space 3}0.277{col 65}{space 4}-12.14501{col 78}{space 3} 40.93335
{txt}{space 17}fy1999 {c |}{col 25}{res}{space 2}-16.00048{col 37}{space 2} 11.83341{col 48}{space 1}   -1.35{col 57}{space 3}0.186{col 65}{space 4}-40.13487{col 78}{space 3} 8.133917
{txt}{space 17}fy2000 {c |}{col 25}{res}{space 2} 8.853029{col 37}{space 2} 12.30402{col 48}{space 1}    0.72{col 57}{space 3}0.477{col 65}{space 4}-16.24119{col 78}{space 3} 33.94725
{txt}{space 17}fy2002 {c |}{col 25}{res}{space 2} 2.630733{col 37}{space 2} 10.03505{col 48}{space 1}    0.26{col 57}{space 3}0.795{col 65}{space 4}-17.83588{col 78}{space 3} 23.09735
{txt}{space 17}fy2003 {c |}{col 25}{res}{space 2}-6.099758{col 37}{space 2} 7.243626{col 48}{space 1}   -0.84{col 57}{space 3}0.406{col 65}{space 4}-20.87323{col 78}{space 3} 8.673715
{txt}{space 17}fy2005 {c |}{col 25}{res}{space 2}-21.04409{col 37}{space 2} 12.51483{col 48}{space 1}   -1.68{col 57}{space 3}0.103{col 65}{space 4}-46.56826{col 78}{space 3} 4.480072
{txt}{space 17}fy2006 {c |}{col 25}{res}{space 2}-1.562954{col 37}{space 2} 8.992285{col 48}{space 1}   -0.17{col 57}{space 3}0.863{col 65}{space 4}-19.90284{col 78}{space 3} 16.77693
{txt}{space 17}fy2007 {c |}{col 25}{res}{space 2}-18.28615{col 37}{space 2} 9.838686{col 48}{space 1}   -1.86{col 57}{space 3}0.073{col 65}{space 4}-38.35228{col 78}{space 3} 1.779981
{txt}{space 17}fy2008 {c |}{col 25}{res}{space 2} 13.92861{col 37}{space 2} 11.07174{col 48}{space 1}    1.26{col 57}{space 3}0.218{col 65}{space 4}-8.652345{col 78}{space 3} 36.50957
{txt}{space 17}fy2009 {c |}{col 25}{res}{space 2}-2.499031{col 37}{space 2} 9.056645{col 48}{space 1}   -0.28{col 57}{space 3}0.784{col 65}{space 4}-20.97018{col 78}{space 3} 15.97212
{txt}{space 18}_cons {c |}{col 25}{res}{space 2} 12.49461{col 37}{space 2}  26.8946{col 48}{space 1}    0.46{col 57}{space 3}0.645{col 65}{space 4}-42.35729{col 78}{space 3} 67.34651
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res}  9.361942
                {txt}sigma_e {c |} {res} 42.692203
                    {txt}rho {c |} {res} .04588145{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}.                 
.                 
. 
. * OBTAIN THE XTERNALLY-INDUCED BUDGETARY PREFERENCE (EIP) PROPOSAL BY COMPUTING THE PREDICTED VALUES OF THE DEPENDENT VARIABLE
. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1282{col 25}-6800.924{col 37}-6588.289{col 48}   31{col 57} 13238.58{col 69} 13398.42
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. predict eip, xbu
{txt}(318 missing values generated)

{com}. 
. 
. 
. 
. ***************************************************************************************************************************************
. 
. ***************************************************************************************************************************************
. 
. ***************************************************************************************************************************************
. 
. 
. **** SECOND-STAGE ESTIMATION: OBTAINING GENERALIZED PROPOSAL (GP) MODEL ESTIMATES *****
. 
. 
. 
. 
. **** EQUATION (2.1): EXCESS FUNDINGS BIAS EQUATION ANALYSIS *****
. 
. 
. * The xtset needs to be cleared in order to make the bootstrap process work with the cluster() and idcluster()
. 
. xtset, clear
{txt}
{com}. bootstrap _b, reps(10008) bca seed(123) nodots cluster(agencycode) idcluster(newagencycode): regress prgrowth eip presparty libagency modagency partymod partylib
{res}
{txt}Linear regression{col 49}Number of obs{col 68}= {res}     1282
{txt}{col 49}Replications{col 68}= {res}    10000
{txt}{col 49}Wald chi2({res}6{txt}){col 68}= {res}    54.38
{txt}{col 49}Prob > chi2{col 68}= {res}   0.0000
{txt}{col 49}R-squared{col 68}= {res}   0.2878
{txt}{col 49}Adj R-squared{col 68}= {res}   0.2845
{txt}{col 49}Root MSE{col 68}= {res}  41.3570

{txt}{ralign 78:(Replications based on {res:32} clusters in agencycode)}
{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}   Observed{col 26}   Bootstrap{col 54}         Norm{col 67}al-based
{col 1}    prgrowth{col 14}{c |}      Coef.{col 26}   Std. Err.{col 38}      z{col 46}   P>|z|{col 54}     [95% Con{col 67}f. Interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 9}eip {c |}{col 14}{res}{space 2}  1.00279{col 26}{space 2} .1661463{col 37}{space 1}    6.04{col 46}{space 3}0.000{col 54}{space 4} .6771495{col 67}{space 3} 1.328431
{txt}{space 3}presparty {c |}{col 14}{res}{space 2}-1.147761{col 26}{space 2} 2.850776{col 37}{space 1}   -0.40{col 46}{space 3}0.687{col 54}{space 4} -6.73518{col 67}{space 3} 4.439657
{txt}{space 3}libagency {c |}{col 14}{res}{space 2} -1.19051{col 26}{space 2} 1.355488{col 37}{space 1}   -0.88{col 46}{space 3}0.380{col 54}{space 4}-3.847217{col 67}{space 3} 1.466197
{txt}{space 3}modagency {c |}{col 14}{res}{space 2} 1.302418{col 26}{space 2} 1.182601{col 37}{space 1}    1.10{col 46}{space 3}0.271{col 54}{space 4}-1.015438{col 67}{space 3} 3.620274
{txt}{space 4}partymod {c |}{col 14}{res}{space 2}-3.170676{col 26}{space 2} 3.564556{col 37}{space 1}   -0.89{col 46}{space 3}0.374{col 54}{space 4}-10.15708{col 67}{space 3} 3.815726
{txt}{space 4}partylib {c |}{col 14}{res}{space 2} 4.440592{col 26}{space 2} 4.535666{col 37}{space 1}    0.98{col 46}{space 3}0.328{col 54}{space 4}-4.449149{col 67}{space 3} 13.33033
{txt}{space 7}_cons {c |}{col 14}{res}{space 2} .2769288{col 26}{space 2} .9582533{col 37}{space 1}    0.29{col 46}{space 3}0.773{col 54}{space 4}-1.601213{col 67}{space 3} 2.155071
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{p 0 6 0 79}Note: one or more parameters could not be estimated in 8 bootstrap replicates; standard-error estimates include only complete replications.{p_end}

{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1282{col 25}-6805.073{col 37}-6587.483{col 48}    7{col 57} 13188.97{col 69} 13225.06
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict bstrapeq2, xb
{txt}(318 missing values generated)

{com}. 
. xtile bootmedcons1=_b[_cons], nquantiles(2)
{txt}
{com}. xtile bootmedeip=_b[eip], nquantiles(2)
{txt}
{com}. xtile bootmedparty=_b[presparty], nquantiles(2)
{txt}
{com}. xtile bootmedlibagency=_b[libagency], nquantiles(2)
{txt}
{com}. xtile bootmedmodagency=_b[modagency], nquantiles(2)
{txt}
{com}. xtile bootmedpartymod=_b[partymod], nquantiles(2)
{txt}
{com}. xtile bootmedpartylib=_b[partylib], nquantiles(2)
{txt}
{com}. 
. 
. * Now we have to Reset the Panel Data Declaration
. 
. xtset agencycode fiscalyear, yearly
{res}{txt}{col 8}panel variable:  {res}agencycode (strongly balanced)
{txt}{col 9}time variable:  {res}{col 25}fiscalyear, 1960 to 2009
{txt}{col 17}delta:  {res}1 year
{txt}
{com}. 
. 
. * Generating Predicted Values of the Observed Proposal (OP)
. 
. gen predreq1=bootmedcons1+bootmedeip*eip+bootmedparty*presparty+bootmedlibagency*libagency+bootmedmodagency*modagency+bootmedpartymod*partymod+bootmedpartylib*partylib
{txt}(318 missing values generated)

{com}. 
. 
. * Generating the Residuals from Stage 1
. 
. gen residstage1=prgrowth-predreq1
{txt}(318 missing values generated)

{com}. gen absresidstage1=abs(residstage1)
{txt}(318 missing values generated)

{com}. 
. 
. 
. *************************************************************************************************************************************
. * EQUATION (2.2) -- FIRST-STAGE ARCH(j) MODEL ESTIMATES: j=1, j=2, j=3, & j=4 (ANALYSIS FROM 1 TO 4 LAGS ON THE ARCH TERMS) *
. *************************************************************************************************************************************
. 
. xtreg absresidstage1 l.absresidstage1, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1241
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1492                         {txt}Obs per group: min = {res}       17
{txt}       between = {res}0.9942                                        {txt}avg = {res}     38.8
{txt}       overall = {res}0.2202                                        {txt}max = {res}       46

                                                {txt}F({res}1{txt},{res}1208{txt})          = {res}   211.83
{txt}corr(u_i, Xb)  = {res}0.3679                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage1{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage1 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .3749891{col 28}{space 2} .0257647{col 39}{space 1}   14.55{col 48}{space 3}0.000{col 56}{space 4} .3244406{col 69}{space 3} .4255375
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 11.85463{col 28}{space 2} 1.017706{col 39}{space 1}   11.65{col 48}{space 3}0.000{col 56}{space 4} 9.857965{col 69}{space 3}  13.8513
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 7.9790464
       {txt}sigma_e {c |} {res} 30.643535
           {txt}rho {c |} {res} .06349429{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1208{txt}) = {res}    2.29            {txt}Prob > F = {res}0.0001
{txt}
{com}. predict absresid1stpred1, xbu
{txt}(359 missing values generated)

{com}. estat ic 

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1241{col 25} -6091.66{col 37}-5991.405{col 48}    2{col 57} 11986.81{col 69} 11997.06
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. *
. 
. xtreg absresidstage1 l(1/2).absresidstage1, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1202
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1642                         {txt}Obs per group: min = {res}       16
{txt}       between = {res}0.9963                                        {txt}avg = {res}     37.6
{txt}       overall = {res}0.2416                                        {txt}max = {res}       45

                                                {txt}F({res}2{txt},{res}1168{txt})          = {res}   114.70
{txt}corr(u_i, Xb)  = {res}0.3923                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage1{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage1 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2}  .372512{col 28}{space 2} .0290295{col 39}{space 1}   12.83{col 48}{space 3}0.000{col 56}{space 4} .3155561{col 69}{space 3} .4294678
{txt}{space 11}L2. {c |}{col 16}{res}{space 2} .0672649{col 28}{space 2} .0284154{col 39}{space 1}    2.37{col 48}{space 3}0.018{col 56}{space 4} .0115141{col 69}{space 3} .1230158
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 10.80726{col 28}{space 2} 1.090431{col 39}{space 1}    9.91{col 48}{space 3}0.000{col 56}{space 4} 8.667833{col 69}{space 3} 12.94668
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 7.5676434
       {txt}sigma_e {c |} {res} 30.661544
           {txt}rho {c |} {res} .05741854{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1168{txt}) = {res}    1.85            {txt}Prob > F = {res}0.0032
{txt}
{com}. predict absresid1stpred2, xbu
{txt}(398 missing values generated)

{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1202{col 25}-5910.544{col 37}-5802.776{col 48}    3{col 57} 11611.55{col 69} 11626.83
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. *
. 
. xtreg absresidstage1 l(1/3).absresidstage1, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1163
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1720                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.9955                                        {txt}avg = {res}     36.3
{txt}       overall = {res}0.2443                                        {txt}max = {res}       44

                                                {txt}F({res}3{txt},{res}1128{txt})          = {res}    78.08
{txt}corr(u_i, Xb)  = {res}0.3785                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage1{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage1 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .3936366{col 28}{space 2} .0292174{col 39}{space 1}   13.47{col 48}{space 3}0.000{col 56}{space 4}   .33631{col 69}{space 3} .4509632
{txt}{space 11}L2. {c |}{col 16}{res}{space 2} .0320958{col 28}{space 2} .0311441{col 39}{space 1}    1.03{col 48}{space 3}0.303{col 56}{space 4}-.0290111{col 69}{space 3} .0932027
{txt}{space 11}L3. {c |}{col 16}{res}{space 2} .0000747{col 28}{space 2} .0282885{col 39}{space 1}    0.00{col 48}{space 3}0.998{col 56}{space 4}-.0554293{col 69}{space 3} .0555788
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 10.96945{col 28}{space 2}  1.14307{col 39}{space 1}    9.60{col 48}{space 3}0.000{col 56}{space 4}  8.72667{col 69}{space 3} 13.21223
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 7.2444668
       {txt}sigma_e {c |} {res} 30.356567
           {txt}rho {c |} {res} .05388307{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1128{txt}) = {res}    1.56            {txt}Prob > F = {res}0.0266
{txt}
{com}. predict absresid1stpred3, xbu
{txt}(437 missing values generated)

{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1163{col 25}-5711.511{col 37}-5601.791{col 48}    4{col 57} 11211.58{col 69} 11231.82
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. *
. 
. xtreg absresidstage1 l(1/4).absresidstage1, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1124
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1910                         {txt}Obs per group: min = {res}       14
{txt}       between = {res}0.9769                                        {txt}avg = {res}     35.1
{txt}       overall = {res}0.2568                                        {txt}max = {res}       43

                                                {txt}F({res}4{txt},{res}1088{txt})          = {res}    64.20
{txt}corr(u_i, Xb)  = {res}0.3462                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage1{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage1 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .3964834{col 28}{space 2} .0285667{col 39}{space 1}   13.88{col 48}{space 3}0.000{col 56}{space 4} .3404313{col 69}{space 3} .4525355
{txt}{space 11}L2. {c |}{col 16}{res}{space 2} .0422985{col 28}{space 2} .0303608{col 39}{space 1}    1.39{col 48}{space 3}0.164{col 56}{space 4}-.0172738{col 69}{space 3} .1018709
{txt}{space 11}L3. {c |}{col 16}{res}{space 2} .0059985{col 28}{space 2} .0297744{col 39}{space 1}    0.20{col 48}{space 3}0.840{col 56}{space 4}-.0524233{col 69}{space 3} .0644202
{txt}{space 11}L4. {c |}{col 16}{res}{space 2}-.0280454{col 28}{space 2} .0272333{col 39}{space 1}   -1.03{col 48}{space 3}0.303{col 56}{space 4}-.0814812{col 69}{space 3} .0253904
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 10.88146{col 28}{space 2} 1.146779{col 39}{space 1}    9.49{col 48}{space 3}0.000{col 56}{space 4} 8.631311{col 69}{space 3} 13.13161
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 6.9477331
       {txt}sigma_e {c |} {res} 28.842952
           {txt}rho {c |} {res} .05484176{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1088{txt}) = {res}    1.49            {txt}Prob > F = {res}0.0418
{txt}
{com}. predict absresid1stpred4, xbu
{txt}(476 missing values generated)

{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1124{col 25} -5474.42{col 37}-5355.329{col 48}    5{col 57} 10720.66{col 69} 10745.78
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. *
. 
. 
. 
. correlate absresid1stpred1 absresid1stpred2 absresid1stpred3 absresid1stpred4 
{txt}(obs=1124)

             {c |} absre~d1 absres~2 absres~3 absres~4
{hline 13}{c +}{hline 36}
absresid1s~1 {c |}{res}   1.0000
{txt}absresid1s~2 {c |}{res}   0.9933   1.0000
{txt}absresid1s~3 {c |}{res}   0.9963   0.9962   1.0000
{txt}absresid1s~4 {c |}{res}   0.9887   0.9914   0.9944   1.0000

{txt}
{com}. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * BASE SUBSEQUENT ANALYSIS ON ARCH(1)RESIDUAL PROCESS OBTAINED IN EQUATION (2.2) SINCE IT IS BEST FIT TO DATA AND HIGHLY CORRELATED WITH HIGHER-ORDER ARCH PROCESSES *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. *The result from the above list of procedures is that we will use a single lag for the model to bootstrap
. 
. * Bootstrapped ARCH model using the asbsolute values of the residuals from the preceding procedure *
. 
. xtset agencycode fiscalyear, yearly
{res}{txt}{col 8}panel variable:  {res}agencycode (strongly balanced)
{txt}{col 9}time variable:  {res}{col 25}fiscalyear, 1960 to 2009
{txt}{col 17}delta:  {res}1 year
{txt}
{com}. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * EQUATION (2.3): ESTIMATE "FINAL" FIRST-STAGE ARCH(1) RESIDUAL ANALYSIS *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. gen lagabsresidstage1=l.absresidstage1
{txt}(343 missing values generated)

{com}. bootstrap _b, reps(10003) bca seed(123) nodots saving(eq3boot, replace): xtreg absresidstage1 lagabsresidstage1, fe
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1241
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1492                         {txt}Obs per group: min = {res}       17
{txt}       between = {res}0.9942                                        {txt}avg = {res}     38.8
{txt}       overall = {res}0.2202                                        {txt}max = {res}       46

                                                {txt}Wald chi2({res}1{txt})       = {res}    26.59
{txt}corr(u_i, Xb)  = {res}0.3679                         {txt}Prob > chi2        =    {res}0.0000

{txt}{ralign 83:(Replications based on clustering on agencycode)}
{hline 18}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 19}{c |}   Observed{col 31}   Bootstrap{col 59}         Norm{col 72}al-based
{col 1}   absresidstage1{col 19}{c |}      Coef.{col 31}   Std. Err.{col 43}      z{col 51}   P>|z|{col 59}     [95% Con{col 72}f. Interval]
{hline 18}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
lagabsresidstage1 {c |}{col 19}{res}{space 2} .3749891{col 31}{space 2} .0727189{col 42}{space 1}    5.16{col 51}{space 3}0.000{col 59}{space 4} .2324626{col 72}{space 3} .5175155
{txt}{space 12}_cons {c |}{col 19}{res}{space 2} 11.85463{col 31}{space 2} 1.510477{col 42}{space 1}    7.85{col 51}{space 3}0.000{col 59}{space 4}  8.89415{col 72}{space 3} 14.81511
{txt}{hline 18}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
          sigma_u {c |} {res} 7.9790464
          {txt}sigma_e {c |} {res} 30.643535
              {txt}rho {c |} {res} .06349429{txt}   (fraction of variance due to u_i)
{hline 18}{c BT}{hline 64}

{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1241{col 25} -6091.66{col 37}-5991.405{col 48}    2{col 57} 11986.81{col 69} 11997.06
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict bstrapeq3, xbu
{txt}(359 missing values generated)

{com}. 
. xtile bootmedcons2=_b[_cons], nquantiles(2)
{txt}
{com}. xtile bootmedlagabsresid2=_b[lagabsresidstage1], nquantiles(2)
{txt}
{com}. 
. gen cfesdhat1=bootmedcons2+bootmedlagabsresid2*lagabsresidstage1
{txt}(343 missing values generated)

{com}.  
. gen cfesd1party=cfesdhat1*presparty
{txt}(343 missing values generated)

{com}. gen cfesd1modagency=cfesdhat1*modagency
{txt}(343 missing values generated)

{com}. gen cfesd1libagency=cfesdhat1*libagency
{txt}(343 missing values generated)

{com}. gen cfesd1partymodag=cfesdhat1*modagency*presparty
{txt}(343 missing values generated)

{com}. gen cfesd1partylibag=cfesdhat1*libagency*presparty
{txt}(343 missing values generated)

{com}. 
. regress prgrowth eip presparty libagency modagency partymod partylib ///
>         cfesdhat1 cfesd1party cfesd1modagency cfesd1libagency cfesd1partymodag cfesd1partylibag

      {txt}Source {c |}       SS       df       MS              Number of obs ={res}    1241
{txt}{hline 13}{char +}{hline 30}           F( 12,  1228) ={res}   30.45
    {txt}   Model {char |} {res} 578117.946    12  48176.4955           {txt}Prob > F      = {res} 0.0000
    {txt}Residual {char |} {res} 1942820.17  1228  1582.10112           {txt}R-squared     = {res} 0.2293
{txt}{hline 13}{char +}{hline 30}           Adj R-squared = {res} 0.2218
    {txt}   Total {char |} {res} 2520938.12  1240  2033.01461           {txt}Root MSE      = {res} 39.776

{txt}{hline 17}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}        prgrowth{col 18}{c |}      Coef.{col 30}   Std. Err.{col 42}      t{col 50}   P>|t|{col 58}     [95% Con{col 71}f. Interval]
{hline 17}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 13}eip {c |}{col 18}{res}{space 2} .8877758{col 30}{space 2} .0521385{col 41}{space 1}   17.03{col 50}{space 3}0.000{col 58}{space 4} .7854854{col 71}{space 3} .9900662
{txt}{space 7}presparty {c |}{col 18}{res}{space 2}-1.052625{col 30}{space 2} 5.189053{col 41}{space 1}   -0.20{col 50}{space 3}0.839{col 58}{space 4}-11.23302{col 71}{space 3} 9.127765
{txt}{space 7}libagency {c |}{col 18}{res}{space 2}-7.795726{col 30}{space 2} 3.852556{col 41}{space 1}   -2.02{col 50}{space 3}0.043{col 58}{space 4}-15.35405{col 71}{space 3}-.2374062
{txt}{space 7}modagency {c |}{col 18}{res}{space 2}-1.031393{col 30}{space 2} 3.927245{col 41}{space 1}   -0.26{col 50}{space 3}0.793{col 58}{space 4}-8.736247{col 71}{space 3}  6.67346
{txt}{space 8}partymod {c |}{col 18}{res}{space 2}-11.23613{col 30}{space 2} 7.170238{col 41}{space 1}   -1.57{col 50}{space 3}0.117{col 58}{space 4}-25.30341{col 71}{space 3} 2.831141
{txt}{space 8}partylib {c |}{col 18}{res}{space 2}-2.454365{col 30}{space 2} 8.223845{col 41}{space 1}   -0.30{col 50}{space 3}0.765{col 58}{space 4}-18.58871{col 71}{space 3} 13.67998
{txt}{space 7}cfesdhat1 {c |}{col 18}{res}{space 2}-.1400986{col 30}{space 2}  .047762{col 41}{space 1}   -2.93{col 50}{space 3}0.003{col 58}{space 4}-.2338027{col 71}{space 3}-.0463944
{txt}{space 5}cfesd1party {c |}{col 18}{res}{space 2} .0846292{col 30}{space 2} .1749589{col 41}{space 1}    0.48{col 50}{space 3}0.629{col 58}{space 4}-.2586222{col 71}{space 3} .4278807
{txt}{space 1}cfesd1modagency {c |}{col 18}{res}{space 2} .1000375{col 30}{space 2} .1339799{col 41}{space 1}    0.75{col 50}{space 3}0.455{col 58}{space 4}-.1628174{col 71}{space 3} .3628924
{txt}{space 1}cfesd1libagency {c |}{col 18}{res}{space 2} .2485474{col 30}{space 2} .0705562{col 41}{space 1}    3.52{col 50}{space 3}0.000{col 58}{space 4} .1101233{col 71}{space 3} .3869714
{txt}cfesd1partymodag {c |}{col 18}{res}{space 2} .3071615{col 30}{space 2} .2450808{col 41}{space 1}    1.25{col 50}{space 3}0.210{col 58}{space 4}-.1736619{col 71}{space 3}  .787985
{txt}cfesd1partylibag {c |}{col 18}{res}{space 2} .4738287{col 30}{space 2} .2708026{col 41}{space 1}    1.75{col 50}{space 3}0.080{col 58}{space 4}-.0574583{col 71}{space 3} 1.005116
{txt}{space 11}_cons {c |}{col 18}{res}{space 2} 3.127114{col 30}{space 2} 2.378336{col 41}{space 1}    1.31{col 50}{space 3}0.189{col 58}{space 4}-1.538938{col 71}{space 3} 7.793167
{txt}{hline 17}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * EQUATION (2.4): FIRST-STAGE GENERALIZED PROPOSAL MODEL ESTIMATES *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. xtset, clear
{txt}
{com}. 
. bootstrap _b, reps(10010) bca seed(123) nodots cluster(agencycode) idcluster(new2agencycode) saving(cfesregboot, replace): ///
>         regress prgrowth eip presparty libagency modagency partymod partylib cfesdhat1 cfesd1party ///
>         cfesd1modagency cfesd1libagency cfesd1partymodag cfesd1partylibag
{res}
{txt}Linear regression{col 49}Number of obs{col 68}= {res}     1241
{txt}{col 49}Replications{col 68}= {res}    10000
{txt}{col 49}Wald chi2({res}12{txt}){col 68}= {res}    47.37
{txt}{col 49}Prob > chi2{col 68}= {res}   0.0000
{txt}{col 49}R-squared{col 68}= {res}   0.2293
{txt}{col 49}Adj R-squared{col 68}= {res}   0.2218
{txt}{col 49}Root MSE{col 68}= {res}  39.7756

{txt}{ralign 82:(Replications based on {res:32} clusters in agencycode)}
{hline 17}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 18}{c |}   Observed{col 30}   Bootstrap{col 58}         Norm{col 71}al-based
{col 1}        prgrowth{col 18}{c |}      Coef.{col 30}   Std. Err.{col 42}      z{col 50}   P>|z|{col 58}     [95% Con{col 71}f. Interval]
{hline 17}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 13}eip {c |}{col 18}{res}{space 2} .8877758{col 30}{space 2} .2106504{col 41}{space 1}    4.21{col 50}{space 3}0.000{col 58}{space 4} .4749086{col 71}{space 3} 1.300643
{txt}{space 7}presparty {c |}{col 18}{res}{space 2}-1.052625{col 30}{space 2} 5.074436{col 41}{space 1}   -0.21{col 50}{space 3}0.836{col 58}{space 4}-10.99834{col 71}{space 3} 8.893087
{txt}{space 7}libagency {c |}{col 18}{res}{space 2}-7.795726{col 30}{space 2}  4.71814{col 41}{space 1}   -1.65{col 50}{space 3}0.098{col 58}{space 4}-17.04311{col 71}{space 3} 1.451658
{txt}{space 7}modagency {c |}{col 18}{res}{space 2}-1.031393{col 30}{space 2} 3.825411{col 41}{space 1}   -0.27{col 50}{space 3}0.787{col 58}{space 4}-8.529061{col 71}{space 3} 6.466274
{txt}{space 8}partymod {c |}{col 18}{res}{space 2}-11.23613{col 30}{space 2} 6.130851{col 41}{space 1}   -1.83{col 50}{space 3}0.067{col 58}{space 4}-23.25238{col 71}{space 3} .7801135
{txt}{space 8}partylib {c |}{col 18}{res}{space 2}-2.454365{col 30}{space 2} 9.739853{col 41}{space 1}   -0.25{col 50}{space 3}0.801{col 58}{space 4}-21.54413{col 71}{space 3}  16.6354
{txt}{space 7}cfesdhat1 {c |}{col 18}{res}{space 2}-.1400986{col 30}{space 2} .1434581{col 41}{space 1}   -0.98{col 50}{space 3}0.329{col 58}{space 4}-.4212713{col 71}{space 3} .1410742
{txt}{space 5}cfesd1party {c |}{col 18}{res}{space 2} .0846292{col 30}{space 2} .2568145{col 41}{space 1}    0.33{col 50}{space 3}0.742{col 58}{space 4}-.4187179{col 71}{space 3} .5879763
{txt}{space 1}cfesd1modagency {c |}{col 18}{res}{space 2} .1000375{col 30}{space 2} .1576777{col 41}{space 1}    0.63{col 50}{space 3}0.526{col 58}{space 4} -.209005{col 71}{space 3}   .40908
{txt}{space 1}cfesd1libagency {c |}{col 18}{res}{space 2} .2485474{col 30}{space 2} .1757678{col 41}{space 1}    1.41{col 50}{space 3}0.157{col 58}{space 4}-.0959512{col 71}{space 3} .5930459
{txt}cfesd1partymodag {c |}{col 18}{res}{space 2} .3071615{col 30}{space 2} .3258224{col 41}{space 1}    0.94{col 50}{space 3}0.346{col 58}{space 4}-.3314387{col 71}{space 3} .9457618
{txt}cfesd1partylibag {c |}{col 18}{res}{space 2} .4738287{col 30}{space 2} .4276148{col 41}{space 1}    1.11{col 50}{space 3}0.268{col 58}{space 4} -.364281{col 71}{space 3} 1.311938
{txt}{space 11}_cons {c |}{col 18}{res}{space 2} 3.127114{col 30}{space 2} 3.659765{col 41}{space 1}    0.85{col 50}{space 3}0.393{col 58}{space 4}-4.045894{col 71}{space 3} 10.30012
{txt}{hline 17}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{p 0 6 0 79}Note: one or more parameters could not be estimated in 10 bootstrap replicates; standard-error estimates include only complete replications.{p_end}

{com}. 
.     estat ic 

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1241{col 25}-6486.922{col 37}-6325.287{col 48}   13{col 57} 12676.57{col 69} 12743.18
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}.         
.         predict bstrapeq4, xb
{txt}(359 missing values generated)

{com}. 
. xtile bootmedcons3=_b[_cons], nquantiles(2)
{txt}
{com}. xtile bootmedeip3=_b[eip], nquantiles(2)
{txt}
{com}. xtile bootmedparty3=_b[presparty], nquantiles(2) 
{txt}
{com}. xtile bootmedlibagency3=_b[libagency], nquantiles(2)
{txt}
{com}. xtile bootmedmodagency3=_b[modagency], nquantiles(2)
{txt}
{com}. xtile bootmedpartymod3=_b[partymod], nquantiles(2)
{txt}
{com}. xtile bootmedpartylib3=_b[partylib], nquantiles(2)
{txt}
{com}. xtile bootmedcfesd3=_b[cfesdhat1],  nquantiles(2)
{txt}
{com}. xtile bootmedcfesdparty3=_b[cfesd1party],  nquantiles(2)
{txt}
{com}. xtile bootmedcfesdma3=_b[cfesd1modagency],  nquantiles(2)
{txt}
{com}. xtile bootmedcfesdla3=_b[cfesd1libagency],  nquantiles(2)
{txt}
{com}. xtile bootmedcfesdpma3=_b[cfesd1partymodag],  nquantiles(2)
{txt}
{com}. xtile bootmedcfesdpla3=_b[cfesd1partylibag], nquantiles(2)
{txt}
{com}. 
. xtset agencycode fiscalyear, yearly
{res}{txt}{col 8}panel variable:  {res}agencycode (strongly balanced)
{txt}{col 9}time variable:  {res}{col 25}fiscalyear, 1960 to 2009
{txt}{col 17}delta:  {res}1 year
{txt}
{com}. 
. generate predvalstage2= bootmedcons3 + bootmedparty3*presparty + bootmedeip3*eip + ///
>         bootmedlibagency3*libagency + bootmedmodagency3*modagency + bootmedpartymod3*partymod + bootmedpartylib3*partylib + ///
>         bootmedcfesd3*cfesdhat1+ bootmedcfesdparty3*cfesd1party + bootmedcfesdma3*cfesd1modagency + ///
>         bootmedcfesdla3*cfesd1libagency + bootmedcfesdpma3*cfesd1partymodag + bootmedcfesdpla3*cfesd1partylibag
{txt}(359 missing values generated)

{com}. 
.         
. *generate residuals and absolute residuals from the prior procedures 
. 
. gen residstage2 = prgrowth-predvalstage2
{txt}(359 missing values generated)

{com}. 
. gen absresidstage2 = abs(residstage2)
{txt}(359 missing values generated)

{com}. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * Testing the Residual Process from SECOND-STAGE ARCH(j) Analysis (ANALYSIS FROM 1 TO 4 LAGS ON THE ARCH TERMS) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. xtreg absresidstage2 l(1/1).absresidstage2, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1202
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2099                         {txt}Obs per group: min = {res}       16
{txt}       between = {res}0.9892                                        {txt}avg = {res}     37.6
{txt}       overall = {res}0.2788                                        {txt}max = {res}       45

                                                {txt}F({res}1{txt},{res}1169{txt})          = {res}   310.56
{txt}corr(u_i, Xb)  = {res}0.3563                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage2{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage2 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .4434683{col 28}{space 2} .0251646{col 39}{space 1}   17.62{col 48}{space 3}0.000{col 56}{space 4} .3940955{col 69}{space 3} .4928412
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 25.67991{col 28}{space 2} 2.244319{col 39}{space 1}   11.44{col 48}{space 3}0.000{col 56}{space 4} 21.27657{col 69}{space 3} 30.08325
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 15.593482
       {txt}sigma_e {c |} {res} 64.417746
           {txt}rho {c |} {res} .05535343{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1169{txt}) = {res}    1.79            {txt}Prob > F = {res}0.0050
{txt}
{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1202{col 25}-6837.224{col 37}-6695.631{col 48}    2{col 57} 13395.26{col 69} 13405.45
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict absresid2ndpred1, xbu
{txt}(398 missing values generated)

{com}. *
. 
. xtreg absresidstage2 l(1/2).absresidstage2, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1163
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2189                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.9939                                        {txt}avg = {res}     36.3
{txt}       overall = {res}0.2884                                        {txt}max = {res}       44

                                                {txt}F({res}2{txt},{res}1129{txt})          = {res}   158.24
{txt}corr(u_i, Xb)  = {res}0.3608                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage2{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage2 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2}  .465145{col 28}{space 2} .0292891{col 39}{space 1}   15.88{col 48}{space 3}0.000{col 56}{space 4} .4076777{col 69}{space 3} .5226122
{txt}{space 11}L2. {c |}{col 16}{res}{space 2}-.0010941{col 28}{space 2} .0283326{col 39}{space 1}   -0.04{col 48}{space 3}0.969{col 56}{space 4}-.0566845{col 69}{space 3} .0544963
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 25.32396{col 28}{space 2} 2.402055{col 39}{space 1}   10.54{col 48}{space 3}0.000{col 56}{space 4} 20.61097{col 69}{space 3} 30.03696
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 15.319695
       {txt}sigma_e {c |} {res} 64.211975
           {txt}rho {c |} {res} .05385498{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1129{txt}) = {res}    1.56            {txt}Prob > F = {res}0.0266
{txt}
{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1163{col 25}-6617.296{col 37}-6473.599{col 48}    3{col 57}  12953.2{col 69} 12968.37
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict absresid2ndpred2, xbu
{txt}(437 missing values generated)

{com}. *
. 
. xtreg absresidstage2 l(1/3).absresidstage2, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1124
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2310                         {txt}Obs per group: min = {res}       14
{txt}       between = {res}0.9901                                        {txt}avg = {res}     35.1
{txt}       overall = {res}0.3010                                        {txt}max = {res}       43

                                                {txt}F({res}3{txt},{res}1089{txt})          = {res}   109.04
{txt}corr(u_i, Xb)  = {res}0.3700                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage2{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage2 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .4762444{col 28}{space 2} .0298316{col 39}{space 1}   15.96{col 48}{space 3}0.000{col 56}{space 4} .4177106{col 69}{space 3} .5347783
{txt}{space 11}L2. {c |}{col 16}{res}{space 2}-.0154041{col 28}{space 2} .0325857{col 39}{space 1}   -0.47{col 48}{space 3}0.637{col 56}{space 4}-.0793419{col 69}{space 3} .0485338
{txt}{space 11}L3. {c |}{col 16}{res}{space 2} .0370612{col 28}{space 2} .0286825{col 39}{space 1}    1.29{col 48}{space 3}0.197{col 56}{space 4}-.0192181{col 69}{space 3} .0933406
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 23.15565{col 28}{space 2} 2.551288{col 39}{space 1}    9.08{col 48}{space 3}0.000{col 56}{space 4} 18.14966{col 69}{space 3} 28.16165
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 13.850351
       {txt}sigma_e {c |} {res} 64.062982
           {txt}rho {c |} {res} .04465474{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1089{txt}) = {res}    1.19            {txt}Prob > F = {res}0.2182
{txt}
{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1124{col 25}-6400.419{col 37}-6252.799{col 48}    4{col 57}  12513.6{col 69}  12533.7
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict absresid2ndpred3, xbu
{txt}(476 missing values generated)

{com}. *
. 
. xtreg absresidstage2 l(1/4).absresidstage2, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1085
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2495                         {txt}Obs per group: min = {res}       13
{txt}       between = {res}0.9751                                        {txt}avg = {res}     33.9
{txt}       overall = {res}0.3093                                        {txt}max = {res}       42

                                                {txt}F({res}4{txt},{res}1049{txt})          = {res}    87.19
{txt}corr(u_i, Xb)  = {res}0.3107                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage2{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage2 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .4876437{col 28}{space 2} .0290956{col 39}{space 1}   16.76{col 48}{space 3}0.000{col 56}{space 4} .4305515{col 69}{space 3} .5447359
{txt}{space 11}L2. {c |}{col 16}{res}{space 2}-.0312982{col 28}{space 2} .0319585{col 39}{space 1}   -0.98{col 48}{space 3}0.328{col 56}{space 4}-.0940081{col 69}{space 3} .0314117
{txt}{space 11}L3. {c |}{col 16}{res}{space 2} .0458821{col 28}{space 2} .0313676{col 39}{space 1}    1.46{col 48}{space 3}0.144{col 56}{space 4}-.0156683{col 69}{space 3} .1074326
{txt}{space 11}L4. {c |}{col 16}{res}{space 2}-.0768355{col 28}{space 2} .0282003{col 39}{space 1}   -2.72{col 48}{space 3}0.007{col 56}{space 4} -.132171{col 69}{space 3}-.0215001
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 26.23643{col 28}{space 2}  2.57449{col 39}{space 1}   10.19{col 48}{space 3}0.000{col 56}{space 4} 21.18469{col 69}{space 3} 31.28817
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 16.740585
       {txt}sigma_e {c |} {res} 61.229021
           {txt}rho {c |} {res} .06955336{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1049{txt}) = {res}    1.77            {txt}Prob > F = {res}0.0063
{txt}
{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1085{col 25} -6141.33{col 37}-5985.607{col 48}    5{col 57} 11981.21{col 69} 12006.16
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict absresid2ndpred4, xbu
{txt}(515 missing values generated)

{com}. 
. 
. 
. correlate absresid2ndpred1 absresid2ndpred2 absresid2ndpred3 absresid2ndpred4 
{txt}(obs=1085)

             {c |} a~dpred1 a~dpred2 a~dpred3 a~dpred4
{hline 13}{c +}{hline 36}
absresid2n~1 {c |}{res}   1.0000
{txt}absresid2n~2 {c |}{res}   0.9987   1.0000
{txt}absresid2n~3 {c |}{res}   0.9955   0.9974   1.0000
{txt}absresid2n~4 {c |}{res}   0.9850   0.9885   0.9881   1.0000

{txt}
{com}. 
. 
. 
. 
. * NOTE: Results of the testing process above is that we will use ARCH(1) going forward because the correlations with higher-order ARCH lag processes are > + 0.99, 
. * plus we save from unnecessarily losing observations
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. 
. gen lagabsresidstage2=l.absresidstage2
{txt}(384 missing values generated)

{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * EQUATION (2.5): "FINAL" SECOND-STAGE ARCH(1) RESIDUAL ANALYSIS *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. bootstrap _b, reps(10003) bca seed(123) nodots saving(eq3primeboot, replace): xtreg absresidstage2 lagabsresidstage2, fe
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1202
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2099                         {txt}Obs per group: min = {res}       16
{txt}       between = {res}0.9892                                        {txt}avg = {res}     37.6
{txt}       overall = {res}0.2788                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}1{txt})       = {res}    47.24
{txt}corr(u_i, Xb)  = {res}0.3563                         {txt}Prob > chi2        =    {res}0.0000

{txt}{ralign 83:(Replications based on clustering on agencycode)}
{hline 18}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 19}{c |}   Observed{col 31}   Bootstrap{col 59}         Norm{col 72}al-based
{col 1}   absresidstage2{col 19}{c |}      Coef.{col 31}   Std. Err.{col 43}      z{col 51}   P>|z|{col 59}     [95% Con{col 72}f. Interval]
{hline 18}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
lagabsresidstage2 {c |}{col 19}{res}{space 2} .4434683{col 31}{space 2} .0645193{col 42}{space 1}    6.87{col 51}{space 3}0.000{col 59}{space 4} .3170129{col 72}{space 3} .5699238
{txt}{space 12}_cons {c |}{col 19}{res}{space 2} 25.67991{col 31}{space 2} 2.588186{col 42}{space 1}    9.92{col 51}{space 3}0.000{col 59}{space 4} 20.60716{col 72}{space 3} 30.75266
{txt}{hline 18}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
          sigma_u {c |} {res} 15.593482
          {txt}sigma_e {c |} {res} 64.417746
              {txt}rho {c |} {res} .05535343{txt}   (fraction of variance due to u_i)
{hline 18}{c BT}{hline 64}

{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1202{col 25}-6837.224{col 37}-6695.631{col 48}    2{col 57} 13395.26{col 69} 13405.45
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict bstrapeq3p, xbu
{txt}(398 missing values generated)

{com}. 
. 
. 
. xtile bootmedcons4=_b[_cons], nquantiles(2)
{txt}
{com}. xtile bootmedlagstage2resid=_b[lagabsresidstage2], nquantiles(2)
{txt}
{com}. 
. gen cfesdhat2=bootmedcons4+bootmedlagstage2resid*lagabsresidstage2
{txt}(384 missing values generated)

{com}. 
. gen cfesd2party=cfesdhat2*presparty
{txt}(384 missing values generated)

{com}. gen cfesd2modagency=cfesdhat2*modagency
{txt}(384 missing values generated)

{com}. gen cfesd2libagency=cfesdhat2*libagency
{txt}(384 missing values generated)

{com}. gen cfesd2partymodag=cfesdhat2*modagency*presparty
{txt}(384 missing values generated)

{com}. gen cfesd2partylibag=cfesdhat2*libagency*presparty
{txt}(384 missing values generated)

{com}. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. ******* EQUATION (2.6): SECOND-STAGE/"FINAL' GENERALIZED PROPOSAL EQUATION ANALYSIS & CORRESPONDING WALD-TYPE HYPOTHESIS TESTS (DERIVED FROM THE EMPIRICAL DISTRIBUTION FUNCTION VIA 10,000 BOOTSTRAP SIMULATIONS) ********
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. *** "PRELIMINARY" EQUATION (2.6) ESTIMATES (SANS BOOTSTRAP STANDARD ERRORS)-- USED TO OBTAIN MODEL FIT STATISTICS (DO NOT REPORT COEFFICIENTS AND STANDARD ERRORS FROM THIS MODEL RUN)***
.  
. regress prgrowth ///
>         eip presparty libagency modagency partymod partylib cfesdhat2 cfesd2party cfesd2modagency cfesd2libagency ///
>         cfesd2partymodag cfesd2partylibag

      {txt}Source {c |}       SS       df       MS              Number of obs ={res}    1202
{txt}{hline 13}{char +}{hline 30}           F( 12,  1189) ={res}   27.33
    {txt}   Model {char |} {res} 534746.382    12  44562.1985           {txt}Prob > F      = {res} 0.0000
    {txt}Residual {char |} {res} 1938947.39  1189  1630.73792           {txt}R-squared     = {res} 0.2162
{txt}{hline 13}{char +}{hline 30}           Adj R-squared = {res} 0.2083
    {txt}   Total {char |} {res} 2473693.77  1201  2059.69506           {txt}Root MSE      = {res} 40.382

{txt}{hline 17}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}        prgrowth{col 18}{c |}      Coef.{col 30}   Std. Err.{col 42}      t{col 50}   P>|t|{col 58}     [95% Con{col 71}f. Interval]
{hline 17}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 13}eip {c |}{col 18}{res}{space 2}  .917262{col 30}{space 2}  .053804{col 41}{space 1}   17.05{col 50}{space 3}0.000{col 58}{space 4} .8117006{col 71}{space 3} 1.022823
{txt}{space 7}presparty {c |}{col 18}{res}{space 2} .3028204{col 30}{space 2} 5.364948{col 41}{space 1}    0.06{col 50}{space 3}0.955{col 58}{space 4}  -10.223{col 71}{space 3} 10.82864
{txt}{space 7}libagency {c |}{col 18}{res}{space 2}-4.576314{col 30}{space 2} 4.047606{col 41}{space 1}   -1.13{col 50}{space 3}0.258{col 58}{space 4}-12.51756{col 71}{space 3} 3.364933
{txt}{space 7}modagency {c |}{col 18}{res}{space 2} 2.042691{col 30}{space 2} 4.062922{col 41}{space 1}    0.50{col 50}{space 3}0.615{col 58}{space 4}-5.928605{col 71}{space 3} 10.01399
{txt}{space 8}partymod {c |}{col 18}{res}{space 2}-8.485732{col 30}{space 2} 7.525649{col 41}{space 1}   -1.13{col 50}{space 3}0.260{col 58}{space 4}-23.25076{col 71}{space 3} 6.279299
{txt}{space 8}partylib {c |}{col 18}{res}{space 2} 1.803905{col 30}{space 2} 8.751647{col 41}{space 1}    0.21{col 50}{space 3}0.837{col 58}{space 4}-15.36649{col 71}{space 3}  18.9743
{txt}{space 7}cfesdhat2 {c |}{col 18}{res}{space 2} .0319513{col 30}{space 2} .0328179{col 41}{space 1}    0.97{col 50}{space 3}0.330{col 58}{space 4}-.0324361{col 71}{space 3} .0963388
{txt}{space 5}cfesd2party {c |}{col 18}{res}{space 2} .0233179{col 30}{space 2} .0852198{col 41}{space 1}    0.27{col 50}{space 3}0.784{col 58}{space 4}  -.14388{col 71}{space 3} .1905159
{txt}{space 1}cfesd2modagency {c |}{col 18}{res}{space 2}-.0079155{col 30}{space 2} .0658381{col 41}{space 1}   -0.12{col 50}{space 3}0.904{col 58}{space 4}-.1370873{col 71}{space 3} .1212562
{txt}{space 1}cfesd2libagency {c |}{col 18}{res}{space 2} .0352979{col 30}{space 2} .0411409{col 41}{space 1}    0.86{col 50}{space 3}0.391{col 58}{space 4}-.0454189{col 71}{space 3} .1160147
{txt}cfesd2partymodag {c |}{col 18}{res}{space 2}-.0043189{col 30}{space 2} .1071655{col 41}{space 1}   -0.04{col 50}{space 3}0.968{col 58}{space 4}-.2145734{col 71}{space 3} .2059356
{txt}cfesd2partylibag {c |}{col 18}{res}{space 2}-.0020923{col 30}{space 2} .1055804{col 41}{space 1}   -0.02{col 50}{space 3}0.984{col 58}{space 4} -.209237{col 71}{space 3} .2050524
{txt}{space 11}_cons {c |}{col 18}{res}{space 2}-1.727955{col 30}{space 2} 2.454116{col 41}{space 1}   -0.70{col 50}{space 3}0.482{col 58}{space 4}-6.542836{col 71}{space 3} 3.086925
{txt}{hline 17}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. estat ic 

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1202{col 25}-6290.882{col 37}-6144.498{col 48}   13{col 57}    12315{col 69} 12381.19
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. 
. 
. *** "FINAL" EQUATION (2.6) ESTIMATES --  REPORT COEFFICIENTS AND STANDARD ERRORS (COEFFICIENTS AND SAMPLE SIZE SHOULD BE IDENTICAL TO "PRELIMINARY ESTIMATES" ABOVE ***
.         
. 
. xtset, clear
{txt}
{com}. 
. *eststo clear
. 
. quietly bootstrap _b, reps(10010) bca seed(123) cluster(agencycode) idcluster(new3agencycode) saving(cfesregboot, replace): regress prgrowth ///
>         eip presparty libagency modagency partymod partylib cfesdhat2 cfesd2party cfesd2modagency cfesd2libagency ///
>         cfesd2partymodag cfesd2partylibag
{err}xxxxxxxxxx{txt}
{com}. 
. estat bootstrap, all

{txt}Linear regression{col 49}Number of obs{col 68}= {res}     1202
{txt}{col 49}Replications{col 68}= {res}    12317

{txt}{ralign 78:(Replications based on {res:32} clusters in agencycode)}
{col 1}{text}{hline 13}{c TT}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 14}{text}{c |}    Observed{col 38}    Bootstrap
{col 1}{text}    prgrowth{col 14}{c |}       Coef.{col 27}       Bias{col 38}    Std. Err.{col 51}  [95% Conf. Interval]
{col 1}{text}{hline 13}{c +}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 1}{text}         eip{col 14}{c |}{result}{space 2} .91726205{col 27}{space 2} .0047164{col 38}{space 2} .22324596{col 51}{space 2}  .479708{col 63}{space 1} 1.354816{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} .5051451{col 63}{space 1} 1.357284{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}  .510571{col 63}{space 1} 1.362174{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2} .4637972{col 63}{space 1} 1.324623{col 73}{text} (BCa)
{col 1}{text}   presparty{col 14}{c |}{result}{space 2} .30282035{col 27}{space 2} .4227582{col 38}{space 2} 4.6086308{col 51}{space 2} -8.72993{col 63}{space 1} 9.335571{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-8.230122{col 63}{space 1} 10.22889{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-8.980858{col 63}{space 1} 9.408654{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2} -7.78061{col 63}{space 1} 10.89149{col 73}{text} (BCa)
{col 1}{text}   libagency{col 14}{c |}{result}{space 2}-4.5763137{col 27}{space 2} .5250219{col 38}{space 2} 4.4457795{col 51}{space 2}-13.28988{col 63}{space 1} 4.137254{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-12.56392{col 63}{space 1} 5.150361{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-13.24391{col 63}{space 1}  4.32791{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2} -14.7997{col 63}{space 1} 3.522045{col 73}{text} (BCa)
{col 1}{text}   modagency{col 14}{c |}{result}{space 2}  2.042691{col 27}{space 2} -.534337{col 38}{space 2} 3.2716742{col 51}{space 2}-4.369673{col 63}{space 1} 8.455054{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-5.975943{col 63}{space 1} 7.266406{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} -5.03285{col 63}{space 1} 7.874412{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-5.144691{col 63}{space 1} 7.813727{col 73}{text} (BCa)
{col 1}{text}    partymod{col 14}{c |}{result}{space 2} -8.485732{col 27}{space 2}-1.009194{col 38}{space 2} 5.1700511{col 51}{space 2}-18.61885{col 63}{space 1} 1.647382{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-20.10945{col 63}{space 1}  .255325{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-18.21018{col 63}{space 1} 2.147984{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-19.23701{col 63}{space 1} .9644777{col 73}{text} (BCa)
{col 1}{text}    partylib{col 14}{c |}{result}{space 2} 1.8039046{col 27}{space 2}-3.179468{col 38}{space 2} 8.9996306{col 51}{space 2}-15.83505{col 63}{space 1} 19.44286{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} -20.5473{col 63}{space 1} 14.99034{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-13.53772{col 63}{space 1} 20.82416{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-13.29798{col 63}{space 1} 21.16185{col 73}{text} (BCa)
{col 1}{text}   cfesdhat2{col 14}{c |}{result}{space 2} .03195135{col 27}{space 2} -.029618{col 38}{space 2}   .103299{col 51}{space 2} -.170511{col 63}{space 1} .2344137{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.3395152{col 63}{space 1} .1103379{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.2909403{col 63}{space 1} .1293065{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.3452891{col 63}{space 1} .1082971{col 73}{text} (BCa)
{col 1}{text} cfesd2party{col 14}{c |}{result}{space 2} .02331794{col 27}{space 2}-.0295506{col 38}{space 2} .13058172{col 51}{space 2}-.2326175{col 63}{space 1} .2792534{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.3175267{col 63}{space 1} .2286745{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1034216{col 63}{space 1} .3771846{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1064111{col 63}{space 1} .3657402{col 73}{text} (BCa)
{col 1}{text}cfesd2moda~y{col 14}{c |}{result}{space 2}-.00791553{col 27}{space 2} .0244069{col 38}{space 2} .10895772{col 51}{space 2}-.2214687{col 63}{space 1} .2056377{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} -.123333{col 63}{space 1} .3483888{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1347596{col 63}{space 1}  .321454{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1186587{col 63}{space 1} .3680655{col 73}{text} (BCa)
{col 1}{text}cfesd2liba~y{col 14}{c |}{result}{space 2} .03529789{col 27}{space 2} .0226883{col 38}{space 2} .12314273{col 51}{space 2}-.2060574{col 63}{space 1} .2766532{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0981631{col 63}{space 1} .4447862{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0947429{col 63}{space 1} .4542523{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0778057{col 63}{space 1} .5127893{col 73}{text} (BCa)
{col 1}{text}cfesd2pa~dag{col 14}{c |}{result}{space 2}-.00431894{col 27}{space 2} .0797734{col 38}{space 2} .20020507{col 51}{space 2}-.3967137{col 63}{space 1} .3880758{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1516468{col 63}{space 1} .6573494{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.3158681{col 63}{space 1} .2612648{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.4208577{col 63}{space 1} .2024968{col 73}{text} (BCa)
{col 1}{text}cfesd2pa~bag{col 14}{c |}{result}{space 2}-.00209234{col 27}{space 2} .1643485{col 38}{space 2} .34878967{col 51}{space 2}-.6857075{col 63}{space 1} .6815228{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1190418{col 63}{space 1} 1.311962{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.3684163{col 63}{space 1} .1621715{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.4109409{col 63}{space 1} .1587193{col 73}{text} (BCa)
{col 1}{text}       _cons{col 14}{c |}{result}{space 2}-1.7279555{col 27}{space 2} .7317651{col 38}{space 2} 3.0558495{col 51}{space 2}-7.717311{col 63}{space 1}   4.2614{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-5.919631{col 63}{space 1} 6.985366{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-6.672984{col 63}{space 1} 5.372584{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-7.134193{col 63}{space 1} 4.765248{col 73}{text} (BCa)
{col 1}{text}{hline 13}{c BT}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 0}(N){col 8}normal confidence interval
{col 0}(P){col 8}percentile confidence interval
{col 0}(BC){col 8}bias-corrected confidence interval
{col 0}(BCa){col 8}bias-corrected and accelerated confidence interval
{p 0 6 0 79}Note: one or more parameters could not be estimated in 13 bootstrap replicates; standard-error estimates include only complete replications.{p_end}

{com}. 
. predict execreqgp, xb
{txt}(398 missing values generated)

{com}. 
. quietly bootstrap _b h1=(_b[_cons]) ///
>         h2=(_b[_cons] +_b[modagency]) ///
>         h3=(_b[_cons] +_b[libagency]) /// 
>         h4=(_b[libagency] - _b[modagency]) /// 
>         h5=(_b[_cons] + _b[presparty]) ///
>         h6=(_b[_cons] + _b[presparty] + _b[modagency] + _b[partymod]) /// 
>         h7=(_b[_cons] + _b[presparty] + _b[libagency] + _b[partylib]) ///
>         h8=(_b[libagency] + _b[partylib] - _b[modagency] - _b[partymod]) /// 
>         h9=(_b[cfesdhat2]) /// 
>         h10=(_b[cfesdhat2] + _b[cfesd2modagency]) ///
>         h11=(_b[cfesdhat2] + _b[cfesd2libagency]) ///
>         h12=(_b[cfesd2modagency] - _b[cfesd2libagency]) /// 
>         h13=(_b[cfesdhat2] + _b[cfesd2party]) ///
>         h14=(_b[cfesdhat2] + _b[cfesd2party] + _b[cfesd2modagency] + _b[cfesd2partymodag]) ///
>         h15=(_b[cfesdhat2] + _b[cfesd2party] + _b[cfesd2libagency] + _b[cfesd2partylibag])  ///
>         h16=(_b[cfesd2libagency] + _b[cfesd2partylibag] -  _b[cfesd2modagency] - _b[cfesd2partymodag]) h17=(_b[presparty]) ///
>         h18=(_b[presparty] + _b[partymod]) ///
>         h19=(_b[presparty] + _b[partylib]) /// 
>         h20=(_b[cfesd2party]) /// 
>         h21=(_b[cfesdhat2] + _b[cfesd2partymodag]) /// 
>         h22=(_b[cfesdhat2] + _b[cfesd2partylibag]), ///
>         cluster(agencycode) idcluster(new4agencycode) ///
>           reps(10010) bca seed(123): regress prgrowth eip presparty libagency modagency partymod partylib /// 
>       cfesdhat2 cfesd2party cfesd2modagency cfesd2libagency cfesd2partymodag cfesd2partylibag
{err}xxxxxxxxxx{txt}
{com}. 
. estat bootstrap, all

{txt}Linear regression{col 49}Number of obs{col 68}= {res}     1202
{txt}{col 49}Replications{col 68}= {res}    10000
{p2colset 7 17 21 2}{...}

{txt}{p2col :command:}regress prgrowth eip presparty libagency modagency partymod partylib cfesdhat2 cfesd2party cfesd2modagency cfesd2libagency cfesd2partymodag cfesd2partylibag{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h1:}{res:_b[_cons]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h2:}{res:_b[_cons] +_b[modagency]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h3:}{res:_b[_cons] +_b[libagency]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h4:}{res:_b[libagency] - _b[modagency]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h5:}{res:_b[_cons] + _b[presparty]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h6:}{res:_b[_cons] + _b[presparty] + _b[modagency] + _b[partymod]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h7:}{res:_b[_cons] + _b[presparty] + _b[libagency] + _b[partylib]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h8:}{res:_b[libagency] + _b[partylib] - _b[modagency] - _b[partymod]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h9:}{res:_b[cfesdhat2]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h10:}{res:_b[cfesdhat2] + _b[cfesd2modagency]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h11:}{res:_b[cfesdhat2] + _b[cfesd2libagency]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h12:}{res:_b[cfesd2modagency] - _b[cfesd2libagency]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h13:}{res:_b[cfesdhat2] + _b[cfesd2party]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h14:}{res:_b[cfesdhat2] + _b[cfesd2party] + _b[cfesd2modagency] + _b[cfesd2partymodag]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h15:}{res:_b[cfesdhat2] + _b[cfesd2party] + _b[cfesd2libagency] + _b[cfesd2partylibag]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h16:}{res:_b[cfesd2libagency] + _b[cfesd2partylibag] - _b[cfesd2modagency] - _b[cfesd2partymodag]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h17:}{res:_b[presparty]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h18:}{res:_b[presparty] + _b[partymod]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h19:}{res:_b[presparty] + _b[partylib]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h20:}{res:_b[cfesd2party]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h21:}{res:_b[cfesdhat2] + _b[cfesd2partymodag]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h22:}{res:_b[cfesdhat2] + _b[cfesd2partylibag]}{p_end}

{ralign 78:(Replications based on {res:32} clusters in agencycode)}
{col 1}{text}{hline 13}{c TT}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 14}{text}{c |}    Observed{col 38}    Bootstrap
{col 14}{text}{c |}       Coef.{col 27}       Bias{col 38}    Std. Err.{col 51}  [95% Conf. Interval]
{col 1}{text}{hline 13}{c +}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 1}{result}_eq1        {col 14}{text}{c |}
{col 1}{text}         eip{col 14}{c |}{result}{space 2} .91726205{col 27}{space 2} .0202277{col 38}{space 2} .21912217{col 51}{space 2} .4877905{col 63}{space 1} 1.346734{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} .5273719{col 63}{space 1} 1.363712{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} .5067843{col 63}{space 1} 1.343277{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2} .4567078{col 63}{space 1} 1.311027{col 73}{text} (BCa)
{col 1}{text}   presparty{col 14}{c |}{result}{space 2} .30282035{col 27}{space 2} .3276711{col 38}{space 2} 4.4147109{col 51}{space 2}-8.349854{col 63}{space 1} 8.955495{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-7.911957{col 63}{space 1} 9.696159{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-8.584185{col 63}{space 1} 9.138971{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-7.340948{col 63}{space 1} 10.37846{col 73}{text} (BCa)
{col 1}{text}   libagency{col 14}{c |}{result}{space 2}-4.5763137{col 27}{space 2} 1.164892{col 38}{space 2} 4.1611286{col 51}{space 2}-12.73198{col 63}{space 1} 3.579348{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-10.85192{col 63}{space 1} 5.398391{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-12.47863{col 63}{space 1} 3.487645{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-13.63122{col 63}{space 1} 2.600209{col 73}{text} (BCa)
{col 1}{text}   modagency{col 14}{c |}{result}{space 2}  2.042691{col 27}{space 2} .2248159{col 38}{space 2} 2.6740151{col 51}{space 2}-3.198282{col 63}{space 1} 7.283664{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} -2.99305{col 63}{space 1} 7.461758{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-3.451955{col 63}{space 1} 7.045234{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-3.497991{col 63}{space 1}  6.97332{col 73}{text} (BCa)
{col 1}{text}    partymod{col 14}{c |}{result}{space 2} -8.485732{col 27}{space 2}-.6714507{col 38}{space 2}  4.824534{col 51}{space 2}-17.94164{col 63}{space 1} .9701809{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-18.95095{col 63}{space 1} .0159583{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-17.75863{col 63}{space 1}  1.19824{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-18.79433{col 63}{space 1} .1522605{col 73}{text} (BCa)
{col 1}{text}    partylib{col 14}{c |}{result}{space 2} 1.8039046{col 27}{space 2}-2.150523{col 38}{space 2} 8.1815914{col 51}{space 2}-14.23172{col 63}{space 1} 17.83953{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-16.79035{col 63}{space 1} 15.21398{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-12.89312{col 63}{space 1} 20.02201{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-12.59784{col 63}{space 1} 20.28779{col 73}{text} (BCa)
{col 1}{text}   cfesdhat2{col 14}{c |}{result}{space 2} .03195135{col 27}{space 2}  .006119{col 38}{space 2} .03524766{col 51}{space 2}-.0371328{col 63}{space 1} .1010355{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0228853{col 63}{space 1} .1118283{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0312469{col 63}{space 1}  .094909{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0429612{col 63}{space 1} .0871878{col 73}{text} (BCa)
{col 1}{text} cfesd2party{col 14}{c |}{result}{space 2} .02331794{col 27}{space 2}-.0172886{col 38}{space 2} .06404748{col 51}{space 2}-.1022128{col 63}{space 1} .1488487{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1165404{col 63}{space 1} .1325445{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0639593{col 63}{space 1} .2354916{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0653828{col 63}{space 1} .2281754{col 73}{text} (BCa)
{col 1}{text}cfesd2moda~y{col 14}{c |}{result}{space 2}-.00791553{col 27}{space 2}-.0084808{col 38}{space 2} .05444156{col 51}{space 2} -.114619{col 63}{space 1}  .098788{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1248888{col 63}{space 1} .0816786{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1087775{col 63}{space 1} .0950938{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0992994{col 63}{space 1} .1083739{col 73}{text} (BCa)
{col 1}{text}cfesd2liba~y{col 14}{c |}{result}{space 2} .03529789{col 27}{space 2}-.0186062{col 38}{space 2} .04855067{col 51}{space 2}-.0598597{col 63}{space 1} .1304554{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0951958{col 63}{space 1} .0918635{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0634192{col 63}{space 1} .1134576{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0496902{col 63}{space 1} .1387521{col 73}{text} (BCa)
{col 1}{text}cfesd2pa~dag{col 14}{c |}{result}{space 2}-.00431894{col 27}{space 2} .0224727{col 38}{space 2} .08369152{col 51}{space 2}-.1683513{col 63}{space 1} .1597134{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1333053{col 63}{space 1} .1841655{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1993555{col 63}{space 1} .1375582{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.2345509{col 63}{space 1} .1249914{col 73}{text} (BCa)
{col 1}{text}cfesd2pa~bag{col 14}{c |}{result}{space 2}-.00209234{col 27}{space 2} .0409378{col 38}{space 2} .08648733{col 51}{space 2}-.1716044{col 63}{space 1} .1674197{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1139064{col 63}{space 1} .2195644{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.2423698{col 63}{space 1} .1243476{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.2528503{col 63}{space 1} .1223227{col 73}{text} (BCa)
{col 1}{text}       _cons{col 14}{c |}{result}{space 2}-1.7279555{col 27}{space 2}-.1714269{col 38}{space 2} 2.0949144{col 51}{space 2}-5.833912{col 63}{space 1} 2.378001{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-6.111091{col 63}{space 1} 2.202945{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-5.808371{col 63}{space 1} 2.455815{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-6.110494{col 63}{space 1} 2.203794{col 73}{text} (BCa)
{col 1}{text}{hline 13}{c +}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 1}{result}_eq2        {col 14}{text}{c |}
{col 1}{text}          h1{col 14}{c |}{result}{space 2}-1.7279555{col 27}{space 2}-.1714269{col 38}{space 2} 2.0949144{col 51}{space 2}-5.833912{col 63}{space 1} 2.378001{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-6.111091{col 63}{space 1} 2.202945{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-5.808371{col 63}{space 1} 2.455815{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-6.110494{col 63}{space 1} 2.203794{col 73}{text} (BCa)
{col 1}{text}          h2{col 14}{c |}{result}{space 2} .31473551{col 27}{space 2}  .053389{col 38}{space 2} 1.5399427{col 51}{space 2}-2.703497{col 63}{space 1} 3.332968{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-2.640216{col 63}{space 1}   3.4212{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-2.717269{col 63}{space 1} 3.363163{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-3.480299{col 63}{space 1} 2.884963{col 73}{text} (BCa)
{col 1}{text}          h3{col 14}{c |}{result}{space 2}-6.3042692{col 27}{space 2}  .993465{col 38}{space 2} 3.8156666{col 51}{space 2}-13.78284{col 63}{space 1}   1.1743{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-11.86395{col 63}{space 1} 2.421906{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-12.88488{col 63}{space 1} 1.781667{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-15.24706{col 63}{space 1}  1.24007{col 73}{text} (BCa)
{col 1}{text}          h4{col 14}{c |}{result}{space 2}-6.6190047{col 27}{space 2}  .940076{col 38}{space 2} 4.2156258{col 51}{space 2}-14.88148{col 63}{space 1}  1.64347{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-13.20788{col 63}{space 1} 3.071615{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-14.18643{col 63}{space 1} 2.148359{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-15.77454{col 63}{space 1} 1.348784{col 73}{text} (BCa)
{col 1}{text}          h5{col 14}{c |}{result}{space 2}-1.4251351{col 27}{space 2} .1562442{col 38}{space 2}  3.054467{col 51}{space 2} -7.41178{col 63}{space 1}  4.56151{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-7.117493{col 63}{space 1} 5.213514{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-7.339552{col 63}{space 1} 5.000738{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-6.240945{col 63}{space 1} 6.456005{col 73}{text} (BCa)
{col 1}{text}          h6{col 14}{c |}{result}{space 2}-7.8681762{col 27}{space 2}-.2903906{col 38}{space 2} 1.8974162{col 51}{space 2}-11.58704{col 63}{space 1}-4.149309{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-12.07734{col 63}{space 1}-4.809961{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-11.63205{col 63}{space 1}-4.510199{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-11.47463{col 63}{space 1}-4.401378{col 73}{text} (BCa)
{col 1}{text}          h7{col 14}{c |}{result}{space 2}-4.1975443{col 27}{space 2}-.8293872{col 38}{space 2} 4.9693326{col 51}{space 2}-13.93726{col 63}{space 1} 5.542169{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-16.67533{col 63}{space 1} 3.311541{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-16.16923{col 63}{space 1} 3.594485{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-15.05248{col 63}{space 1} 4.902598{col 73}{text} (BCa)
{col 1}{text}          h8{col 14}{c |}{result}{space 2} 3.6706319{col 27}{space 2}-.5389965{col 38}{space 2} 5.2541793{col 51}{space 2} -6.62737{col 63}{space 1} 13.96863{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} -8.72436{col 63}{space 1}  12.4228{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-8.743271{col 63}{space 1} 12.39861{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-7.743897{col 63}{space 1} 13.60189{col 73}{text} (BCa)
{col 1}{text}          h9{col 14}{c |}{result}{space 2} .03195135{col 27}{space 2}  .006119{col 38}{space 2} .03524766{col 51}{space 2}-.0371328{col 63}{space 1} .1010355{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0228853{col 63}{space 1} .1118283{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0312469{col 63}{space 1}  .094909{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0429612{col 63}{space 1} .0871878{col 73}{text} (BCa)
{col 1}{text}         h10{col 14}{c |}{result}{space 2} .02403582{col 27}{space 2}-.0023618{col 38}{space 2} .04208815{col 51}{space 2}-.0584554{col 63}{space 1} .1065271{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0607441{col 63}{space 1} .0973398{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0602678{col 63}{space 1} .0979794{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0510192{col 63}{space 1} .1051209{col 73}{text} (BCa)
{col 1}{text}         h11{col 14}{c |}{result}{space 2} .06724924{col 27}{space 2}-.0124872{col 38}{space 2} .03823291{col 51}{space 2}-.0076859{col 63}{space 1} .1421844{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0417077{col 63}{space 1} .0995549{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0402663{col 63}{space 1} .1004981{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0271404{col 63}{space 1} .1066256{col 73}{text} (BCa)
{col 1}{text}         h12{col 14}{c |}{result}{space 2}-.04321342{col 27}{space 2} .0101254{col 38}{space 2} .05928366{col 51}{space 2}-.1594073{col 63}{space 1} .0729804{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1392812{col 63}{space 1} .0941499{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1481837{col 63}{space 1}  .081002{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1493869{col 63}{space 1} .0791317{col 73}{text} (BCa)
{col 1}{text}         h13{col 14}{c |}{result}{space 2} .05526929{col 27}{space 2}-.0111697{col 38}{space 2} .04785495{col 51}{space 2}-.0385247{col 63}{space 1} .1490633{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}   -.0512{col 63}{space 1} .1254781{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0191641{col 63}{space 1} .1935911{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0123576{col 63}{space 1} .2275124{col 73}{text} (BCa)
{col 1}{text}         h14{col 14}{c |}{result}{space 2} .04303482{col 27}{space 2} .0028222{col 38}{space 2} .01855454{col 51}{space 2} .0066686{col 63}{space 1}  .079401{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} .0065845{col 63}{space 1} .0824438{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0080723{col 63}{space 1} .0693869{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0146281{col 63}{space 1} .0669429{col 73}{text} (BCa)
{col 1}{text}         h15{col 14}{c |}{result}{space 2} .08847484{col 27}{space 2} .0111619{col 38}{space 2} .04802395{col 51}{space 2}-.0056504{col 63}{space 1} .1826001{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} .0384108{col 63}{space 1} .2238543{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} .0406923{col 63}{space 1} .2276139{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2} .0341874{col 63}{space 1} .2197259{col 73}{text} (BCa)
{col 1}{text}         h16{col 14}{c |}{result}{space 2} .04544002{col 27}{space 2} .0083397{col 38}{space 2} .05070386{col 51}{space 2}-.0539377{col 63}{space 1} .1448178{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0188057{col 63}{space 1} .1803666{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0156042{col 63}{space 1} .1881286{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0203964{col 63}{space 1} .1784292{col 73}{text} (BCa)
{col 1}{text}         h17{col 14}{c |}{result}{space 2} .30282035{col 27}{space 2} .3276711{col 38}{space 2} 4.4147109{col 51}{space 2}-8.349854{col 63}{space 1} 8.955495{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-7.911957{col 63}{space 1} 9.696159{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-8.584185{col 63}{space 1} 9.138971{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-7.340948{col 63}{space 1} 10.37846{col 73}{text} (BCa)
{col 1}{text}         h18{col 14}{c |}{result}{space 2}-8.1829117{col 27}{space 2}-.3437796{col 38}{space 2} 2.0924236{col 51}{space 2}-12.28399{col 63}{space 1}-4.081837{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}  -12.861{col 63}{space 1}-4.722839{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} -12.2539{col 63}{space 1}-4.285031{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-11.98358{col 63}{space 1}-4.027495{col 73}{text} (BCa)
{col 1}{text}         h19{col 14}{c |}{result}{space 2} 2.1067249{col 27}{space 2}-1.822852{col 38}{space 2} 6.8481126{col 51}{space 2}-11.31533{col 63}{space 1} 15.52878{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-14.43056{col 63}{space 1} 13.34433{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-10.16111{col 63}{space 1} 17.39823{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-9.436739{col 63}{space 1} 19.00775{col 73}{text} (BCa)
{col 1}{text}         h20{col 14}{c |}{result}{space 2} .02331794{col 27}{space 2}-.0172886{col 38}{space 2} .06404748{col 51}{space 2}-.1022128{col 63}{space 1} .1488487{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1165404{col 63}{space 1} .1325445{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0639593{col 63}{space 1} .2354916{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0653828{col 63}{space 1} .2281754{col 73}{text} (BCa)
{col 1}{text}         h21{col 14}{c |}{result}{space 2} .02763241{col 27}{space 2} .0285917{col 38}{space 2} .10627722{col 51}{space 2}-.1806671{col 63}{space 1} .2359319{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1434796{col 63}{space 1} .2657961{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.2329798{col 63}{space 1} .1951814{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.2550173{col 63}{space 1} .1876845{col 73}{text} (BCa)
{col 1}{text}         h22{col 14}{c |}{result}{space 2} .02985901{col 27}{space 2} .0470568{col 38}{space 2} .10639766{col 51}{space 2}-.1786766{col 63}{space 1} .2383946{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1250292{col 63}{space 1} .2937412{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.2710535{col 63}{space 1} .1778719{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.2745671{col 63}{space 1} .1777589{col 73}{text} (BCa)
{col 1}{text}{hline 13}{c BT}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 0}(N){col 8}normal confidence interval
{col 0}(P){col 8}percentile confidence interval
{col 0}(BC){col 8}bias-corrected confidence interval
{col 0}(BCa){col 8}bias-corrected and accelerated confidence interval
{p 0 6 0 79}Note: one or more parameters could not be estimated in 10 bootstrap replicates; standard-error estimates include only complete replications.{p_end}

{com}. 
. 
. 
. *capturing the values in local macros to use in calculating the asymmetric loss function
. 
. local h1 = e(exp13)
{txt}
{com}. local h2 = e(exp15) 
{txt}
{com}. local h3 = e(exp16)
{txt}
{com}. local h4 = e(exp17)
{txt}
{com}. local h5 = e(exp18)
{txt}
{com}. local h6 = e(exp19) 
{txt}
{com}. local h7 = e(exp20)
{txt}
{com}. local h8 = e(exp21)
{txt}
{com}. local h9 = e(exp22)
{txt}
{com}. local h10 = e(exp23)
{txt}
{com}. local h11 = e(exp24)
{txt}
{com}. local h12 = e(exp25)
{txt}
{com}. local h13 = e(exp26)
{txt}
{com}. local h14 = e(exp27)
{txt}
{com}. local h15 = e(exp28)
{txt}
{com}. local h16 = e(exp29)
{txt}
{com}. local h17 = e(exp30)
{txt}
{com}. local h18 = e(exp31)
{txt}
{com}. local h19 = e(exp32)
{txt}
{com}. local h20 = e(exp33)
{txt}
{com}. local h21 = e(exp34)
{txt}
{com}. local h22 = e(exp35)
{txt}
{com}. 
. *
. *
. *
. 
. 
. 
. xtset agencycode fiscalyear, yearly
{res}{txt}{col 8}panel variable:  {res}agencycode (strongly balanced)
{txt}{col 9}time variable:  {res}{col 25}fiscalyear, 1960 to 2009
{txt}{col 17}delta:  {res}1 year
{txt}
{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. ***** CORRELATION BETWEEN (2.1), (2.4), & (2.6) -- EXCESS FUNDING BIAS ESTIMATES, FIRST-STAGE, & SECOND-STAGE GENERALIZED PROPOSAL MODEL PREDICTED VALUES  *****
. 
. correlate predreq1 predvalstage2 execreqgp
{txt}(obs=1202)

             {c |} predreq1 predva~2 execre~p
{hline 13}{c +}{hline 27}
    predreq1 {c |}{res}   1.0000
{txt}predvalsta~2 {c |}{res}   0.3896   1.0000
   {txt}execreqgp {c |}{res}   0.9732   0.4600   1.0000

{txt}
{com}. 
. 
. ***** CORRELATION BETWEEN (2.3) and (2.5) -- FIRST-STAGE & SECOND-STAGE ARCH(1) MODEL PREDICTED VALUES  *****
. 
. correlate cfesdhat1 cfesdhat2
{txt}(obs=1216)

             {c |} cfesdh~1 cfesdh~2
{hline 13}{c +}{hline 18}
   cfesdhat1 {c |}{res}   1.0000
   {txt}cfesdhat2 {c |}{res}   0.5882   1.0000

{txt}
{com}. 
. ************************************************************************************************************************************************************************************************************************************** 
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. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
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. 
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. 
. 
. * APPROPRIATIONS GROWTH MODELS *
. 
. 
. 
. 
. * CREATING INTERNALLY-INDUCED BUDGETARY PREFERENCE (IP) VARIABLE: (GENERALIZED PROPOSAL - EXTERNALLY-INDUCED BUDGETARY PREFERENCE [EIP] PROPOSAL)
. 
. 
. gen ip=execreqgp-eip
{txt}(398 missing values generated)

{com}. 
. 
. xtset agencycode fiscalyear, yearly
{res}{txt}{col 8}panel variable:  {res}agencycode (strongly balanced)
{txt}{col 9}time variable:  {res}{col 25}fiscalyear, 1960 to 2009
{txt}{col 17}delta:  {res}1 year
{txt}
{com}. 
. 
. 
. 
. 
. * ASSESSING CORRELATIONS AMONG RELEVANT : OBSERVED PROPOSAL (OP), EXTERNALLY-INDUCED PREFERENCE (EIP) PROPOSAL, GENERALIZED PROPOSAL (GP = EXTERNALLY-INDUCED PREFERENCE [EIP] PROPOSAL + INTERNALLY-INDUCED PREFERENCE [IP]), 
. * and INTERNALLY-INDUCED BUDGETARY PREFERENCES (IP = GP - EIP)
. 
. 
. correlate prgrowth eip execreqgp ip appgrowth
{txt}(obs=1195)

             {c |} prgrowth      eip execre~p       ip appgro~h
{hline 13}{c +}{hline 45}
    prgrowth {c |}{res}   1.0000
         {txt}eip {c |}{res}   0.4605   1.0000
   {txt}execreqgp {c |}{res}   0.4718   0.9753   1.0000
          {txt}ip {c |}{res}  -0.0354  -0.2906  -0.0719   1.0000
   {txt}appgrowth {c |}{res}   0.2921  -0.2307  -0.2004   0.1731   1.0000

{txt}
{com}. 
. 
. 
. 
. 
. 
. 
. **************** FULL SPECIFICATION (ADDITIVE EXECUTIVE BUDGET COVARIATES) ******************************
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.1a): INCLUSION OF OBSERVED EXECUTIVE BUDGET PROPOSAL GROWTH & "CONTROL" COVARIATES FROM EIP MODEL (INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES: KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth prgrowth hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush if ip!=., ///
>           fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.3650                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0143                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.3103                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}20{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.3845                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}prgrowth {c |}{col 25}{res}{space 2} .5873126{col 37}{space 2} .0927178{col 48}{space 1}    6.33{col 57}{space 3}0.000{col 65}{space 4}  .405589{col 78}{space 3} .7690361
{txt}{space 16}hdempct {c |}{col 25}{res}{space 2}-.3450699{col 37}{space 2} .5503955{col 48}{space 1}   -0.63{col 57}{space 3}0.531{col 65}{space 4}-1.423825{col 78}{space 3} .7336855
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2} .6540488{col 37}{space 2} .5813522{col 48}{space 1}    1.13{col 57}{space 3}0.261{col 65}{space 4}-.4853805{col 78}{space 3} 1.793478
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} 6.568925{col 37}{space 2} 2.514595{col 48}{space 1}    2.61{col 57}{space 3}0.009{col 65}{space 4} 1.640409{col 78}{space 3} 11.49744
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2} -2.66288{col 37}{space 2} 2.185731{col 48}{space 1}   -1.22{col 57}{space 3}0.223{col 65}{space 4}-6.946834{col 78}{space 3} 1.621073
{txt}{space 19}asct {c |}{col 25}{res}{space 2}-.1209475{col 37}{space 2} .5185216{col 48}{space 1}   -0.23{col 57}{space 3}0.816{col 65}{space 4}-1.137231{col 78}{space 3} .8953363
{txt}{space 19}asci {c |}{col 25}{res}{space 2}-5.505112{col 37}{space 2} 4.445782{col 48}{space 1}   -1.24{col 57}{space 3}0.216{col 65}{space 4}-14.21868{col 78}{space 3} 3.208461
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.6538579{col 37}{space 2} .0706108{col 48}{space 1}   -9.26{col 57}{space 3}0.000{col 65}{space 4}-.7922525{col 78}{space 3}-.5154632
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2} .9642221{col 37}{space 2} 2.579724{col 48}{space 1}    0.37{col 57}{space 3}0.709{col 65}{space 4}-4.091944{col 78}{space 3} 6.020388
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2} 1.007763{col 37}{space 2} .9988744{col 48}{space 1}    1.01{col 57}{space 3}0.313{col 65}{space 4} -.949995{col 78}{space 3} 2.965521
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 5.958349{col 37}{space 2} 3.402042{col 48}{space 1}    1.75{col 57}{space 3}0.080{col 65}{space 4} -.709531{col 78}{space 3} 12.62623
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2} .2600444{col 37}{space 2} 8.515805{col 48}{space 1}    0.03{col 57}{space 3}0.976{col 65}{space 4}-16.43063{col 78}{space 3} 16.95072
{txt}{space 20}grh {c |}{col 25}{res}{space 2}-.2106418{col 37}{space 2} 4.985589{col 48}{space 1}   -0.04{col 57}{space 3}0.966{col 65}{space 4}-9.982217{col 78}{space 3} 9.560933
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} .1948148{col 37}{space 2} 4.290489{col 48}{space 1}    0.05{col 57}{space 3}0.964{col 65}{space 4}-8.214388{col 78}{space 3} 8.604018
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2}  12.5811{col 37}{space 2} 6.603627{col 48}{space 1}    1.91{col 57}{space 3}0.057{col 65}{space 4}-.3617745{col 78}{space 3} 25.52397
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 1.655017{col 37}{space 2} 7.926051{col 48}{space 1}    0.21{col 57}{space 3}0.835{col 65}{space 4}-13.87976{col 78}{space 3} 17.18979
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} 11.31878{col 37}{space 2} 12.94023{col 48}{space 1}    0.87{col 57}{space 3}0.382{col 65}{space 4} -14.0436{col 78}{space 3} 36.68117
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} 7.831442{col 37}{space 2} 9.056312{col 48}{space 1}    0.86{col 57}{space 3}0.387{col 65}{space 4}-9.918604{col 78}{space 3} 25.58149
{txt}{space 16}clinton {c |}{col 25}{res}{space 2} .3544484{col 37}{space 2} 10.61766{col 48}{space 1}    0.03{col 57}{space 3}0.973{col 65}{space 4}-20.45578{col 78}{space 3} 21.16468
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2}  8.92374{col 37}{space 2} 9.422378{col 48}{space 1}    0.95{col 57}{space 3}0.344{col 65}{space 4}-9.543782{col 78}{space 3} 27.39126
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-24.07836{col 37}{space 2}  23.5868{col 48}{space 1}   -1.02{col 57}{space 3}0.307{col 65}{space 4}-70.30763{col 78}{space 3} 22.15092
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 15.095687
                {txt}sigma_e {c |} {res} 42.697478
                    {txt}rho {c |} {res} .11110914{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6155.246{col 48}   20{col 57} 12350.49{col 69} 12452.21
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.1b): INCLUSION OF ONLY GENERALIZED PROPOSAL (EXECREQGP) & "CONTROL" COVARIATES FROM EIP MODEL (INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES: KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth execreqgp hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush if ip!=., ///
>           fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1796                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0191                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.1194                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}20{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.5873                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 14}execreqgp {c |}{col 25}{res}{space 2} 1.006842{col 37}{space 2} .3477039{col 48}{space 1}    2.90{col 57}{space 3}0.004{col 65}{space 4} .3253548{col 78}{space 3} 1.688329
{txt}{space 16}hdempct {c |}{col 25}{res}{space 2}-.3283562{col 37}{space 2} .5498066{col 48}{space 1}   -0.60{col 57}{space 3}0.550{col 65}{space 4}-1.405957{col 78}{space 3} .7492448
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2} .4283116{col 37}{space 2} .6299969{col 48}{space 1}    0.68{col 57}{space 3}0.497{col 65}{space 4}-.8064597{col 78}{space 3} 1.663083
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} 3.835563{col 37}{space 2} 2.522539{col 48}{space 1}    1.52{col 57}{space 3}0.128{col 65}{space 4}-1.108523{col 78}{space 3} 8.779649
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2}-1.205861{col 37}{space 2}  2.40146{col 48}{space 1}   -0.50{col 57}{space 3}0.616{col 65}{space 4}-5.912637{col 78}{space 3} 3.500914
{txt}{space 19}asct {c |}{col 25}{res}{space 2}-.1431646{col 37}{space 2}  .510323{col 48}{space 1}   -0.28{col 57}{space 3}0.779{col 65}{space 4}-1.143379{col 78}{space 3}   .85705
{txt}{space 19}asci {c |}{col 25}{res}{space 2}-7.493232{col 37}{space 2} 4.356804{col 48}{space 1}   -1.72{col 57}{space 3}0.085{col 65}{space 4}-16.03241{col 78}{space 3} 1.045947
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.8161556{col 37}{space 2} .1855319{col 48}{space 1}   -4.40{col 57}{space 3}0.000{col 65}{space 4}-1.179791{col 78}{space 3}-.4525198
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2} 2.633149{col 37}{space 2} 3.040114{col 48}{space 1}    0.87{col 57}{space 3}0.386{col 65}{space 4}-3.325366{col 78}{space 3} 8.591664
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2} .7456157{col 37}{space 2} 1.064651{col 48}{space 1}    0.70{col 57}{space 3}0.484{col 65}{space 4}-1.341062{col 78}{space 3} 2.832293
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 8.556282{col 37}{space 2}  3.94256{col 48}{space 1}    2.17{col 57}{space 3}0.030{col 65}{space 4} .8290058{col 78}{space 3} 16.28356
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}-5.942434{col 37}{space 2} 11.22415{col 48}{space 1}   -0.53{col 57}{space 3}0.597{col 65}{space 4}-27.94137{col 78}{space 3}  16.0565
{txt}{space 20}grh {c |}{col 25}{res}{space 2} 5.941147{col 37}{space 2} 7.059528{col 48}{space 1}    0.84{col 57}{space 3}0.400{col 65}{space 4}-7.895274{col 78}{space 3} 19.77757
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} 1.343079{col 37}{space 2} 4.199736{col 48}{space 1}    0.32{col 57}{space 3}0.749{col 65}{space 4}-6.888253{col 78}{space 3}  9.57441
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2} 12.65834{col 37}{space 2} 7.865828{col 48}{space 1}    1.61{col 57}{space 3}0.108{col 65}{space 4}  -2.7584{col 78}{space 3} 28.07508
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 3.140511{col 37}{space 2} 10.31309{col 48}{space 1}    0.30{col 57}{space 3}0.761{col 65}{space 4}-17.07277{col 78}{space 3} 23.35379
{txt}{space 17}reagan {c |}{col 25}{res}{space 2}  9.33927{col 37}{space 2} 16.16389{col 48}{space 1}    0.58{col 57}{space 3}0.563{col 65}{space 4}-22.34136{col 78}{space 3}  41.0199
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} 9.784883{col 37}{space 2} 11.92071{col 48}{space 1}    0.82{col 57}{space 3}0.412{col 65}{space 4}-13.57929{col 78}{space 3} 33.14905
{txt}{space 16}clinton {c |}{col 25}{res}{space 2} 4.637978{col 37}{space 2}   13.637{col 48}{space 1}    0.34{col 57}{space 3}0.734{col 65}{space 4}-22.09005{col 78}{space 3} 31.36601
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 14.71528{col 37}{space 2}   12.774{col 48}{space 1}    1.15{col 57}{space 3}0.249{col 65}{space 4} -10.3213{col 78}{space 3} 39.75185
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-20.49564{col 37}{space 2} 22.76852{col 48}{space 1}   -0.90{col 57}{space 3}0.368{col 65}{space 4}-65.12113{col 78}{space 3} 24.12985
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 17.978974
                {txt}sigma_e {c |} {res} 48.532378
                    {txt}rho {c |} {res}  .1206747{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6308.315{col 48}   20{col 57} 12656.63{col 69} 12758.35
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.1c):  EXTERNALLY-INDUCED PREFERENCE (EIP) PROPOSAL & INTERNALLY-INDUCED BUDGETARY PREFERENCES (IP), INCLUSION OF "CONTROL" COVARIATES IN EIP MODEL: INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES (KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth eip ip hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush, fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1823                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0151                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.1281                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}21{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.5484                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 20}eip {c |}{col 25}{res}{space 2} .8809043{col 37}{space 2} .3325231{col 48}{space 1}    2.65{col 57}{space 3}0.008{col 65}{space 4}  .229171{col 78}{space 3} 1.532638
{txt}{space 21}ip {c |}{col 25}{res}{space 2} 1.531441{col 37}{space 2} .4076974{col 48}{space 1}    3.76{col 57}{space 3}0.000{col 65}{space 4} .7323692{col 78}{space 3} 2.330514
{txt}{space 16}hdempct {c |}{col 25}{res}{space 2}-.2762329{col 37}{space 2} .5433973{col 48}{space 1}   -0.51{col 57}{space 3}0.611{col 65}{space 4}-1.341272{col 78}{space 3} .7888061
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2} .6276056{col 37}{space 2} .6210554{col 48}{space 1}    1.01{col 57}{space 3}0.312{col 65}{space 4}-.5896405{col 78}{space 3} 1.844852
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} 4.682093{col 37}{space 2}  2.52607{col 48}{space 1}    1.85{col 57}{space 3}0.064{col 65}{space 4} -.268914{col 78}{space 3}   9.6331
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2}-1.535993{col 37}{space 2} 2.338104{col 48}{space 1}   -0.66{col 57}{space 3}0.511{col 65}{space 4}-6.118592{col 78}{space 3} 3.046606
{txt}{space 19}asct {c |}{col 25}{res}{space 2}-.1589825{col 37}{space 2}  .506031{col 48}{space 1}   -0.31{col 57}{space 3}0.753{col 65}{space 4}-1.150785{col 78}{space 3}   .83282
{txt}{space 19}asci {c |}{col 25}{res}{space 2}-7.060436{col 37}{space 2} 4.323105{col 48}{space 1}   -1.63{col 57}{space 3}0.102{col 65}{space 4}-15.53357{col 78}{space 3} 1.412695
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.7507472{col 37}{space 2} .1790394{col 48}{space 1}   -4.19{col 57}{space 3}0.000{col 65}{space 4}-1.101658{col 78}{space 3}-.3998365
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2} 1.923572{col 37}{space 2} 2.915266{col 48}{space 1}    0.66{col 57}{space 3}0.509{col 65}{space 4}-3.790245{col 78}{space 3} 7.637389
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2} .6497749{col 37}{space 2} 1.056554{col 48}{space 1}    0.61{col 57}{space 3}0.539{col 65}{space 4}-1.421033{col 78}{space 3} 2.720583
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 8.198254{col 37}{space 2} 3.879964{col 48}{space 1}    2.11{col 57}{space 3}0.035{col 65}{space 4}  .593664{col 78}{space 3} 15.80284
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}-7.073268{col 37}{space 2}  11.6021{col 48}{space 1}   -0.61{col 57}{space 3}0.542{col 65}{space 4}-29.81297{col 78}{space 3} 15.66643
{txt}{space 20}grh {c |}{col 25}{res}{space 2} 4.558632{col 37}{space 2} 6.949393{col 48}{space 1}    0.66{col 57}{space 3}0.512{col 65}{space 4}-9.061929{col 78}{space 3} 18.17919
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2}  .934289{col 37}{space 2} 4.203023{col 48}{space 1}    0.22{col 57}{space 3}0.824{col 65}{space 4}-7.303485{col 78}{space 3} 9.172063
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2} 15.31237{col 37}{space 2} 7.905074{col 48}{space 1}    1.94{col 57}{space 3}0.053{col 65}{space 4}-.1812938{col 78}{space 3} 30.80603
{txt}{space 17}carter {c |}{col 25}{res}{space 2}  8.01377{col 37}{space 2} 10.41802{col 48}{space 1}    0.77{col 57}{space 3}0.442{col 65}{space 4}-12.40517{col 78}{space 3} 28.43271
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} 15.75354{col 37}{space 2} 16.26706{col 48}{space 1}    0.97{col 57}{space 3}0.333{col 65}{space 4}-16.12932{col 78}{space 3}  47.6364
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} 15.17218{col 37}{space 2} 12.40588{col 48}{space 1}    1.22{col 57}{space 3}0.221{col 65}{space 4}-9.142905{col 78}{space 3} 39.48726
{txt}{space 16}clinton {c |}{col 25}{res}{space 2} 11.11471{col 37}{space 2} 14.45417{col 48}{space 1}    0.77{col 57}{space 3}0.442{col 65}{space 4}-17.21494{col 78}{space 3} 39.44437
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 20.92069{col 37}{space 2} 13.46807{col 48}{space 1}    1.55{col 57}{space 3}0.120{col 65}{space 4}-5.476247{col 78}{space 3} 47.31763
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-33.73738{col 37}{space 2} 24.82656{col 48}{space 1}   -1.36{col 57}{space 3}0.174{col 65}{space 4}-82.39654{col 78}{space 3} 14.92178
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 16.582181
                {txt}sigma_e {c |} {res} 48.475413
                    {txt}rho {c |} {res}  .1047566{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6306.389{col 48}   21{col 57} 12654.78{col 69} 12761.58
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * ASYMMETRIC PRESIDENTIAL BUDGETARY INFLUENCE, I: MULTIPLICATIVE MODELS INVOLVING UNIFIED/DIVIDED PARTY GOVERNMENT DISTINCTION [= 1 IF ALL BRANCHES CONTROLLED BY A SINGLE PARTY, = 0 IF OTHERWISE] *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. generate prgrowthupg=prgrowth*unifiedpartygovt
{txt}(282 missing values generated)

{com}. 
. generate execreqgpupg=execreqgp*unifiedpartygovt
{txt}(398 missing values generated)

{com}. 
. generate eipupg=eip*unifiedpartygovt
{txt}(318 missing values generated)

{com}. 
. generate ipupg=ip*unifiedpartygovt
{txt}(398 missing values generated)

{com}. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.2a): INCLUSION OF OBSERVED EXECUTIVE BUDGET PROPOSAL GROWTH & "CONTROL" COVARIATES FROM EIP MODEL (INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES: KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth prgrowth prgrowthupg unifiedpartygovt hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush if ip!=., ///
>           fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.3705                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0145                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.3153                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}22{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.3834                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}prgrowth {c |}{col 25}{res}{space 2} .5607208{col 37}{space 2} .1133435{col 48}{space 1}    4.95{col 57}{space 3}0.000{col 65}{space 4} .3385716{col 78}{space 3} .7828699
{txt}{space 12}prgrowthupg {c |}{col 25}{res}{space 2} .1144041{col 37}{space 2} .1299166{col 48}{space 1}    0.88{col 57}{space 3}0.379{col 65}{space 4}-.1402277{col 78}{space 3}  .369036
{txt}{space 7}unifiedpartygovt {c |}{col 25}{res}{space 2}-14.28288{col 37}{space 2} 4.433436{col 48}{space 1}   -3.22{col 57}{space 3}0.001{col 65}{space 4}-22.97226{col 78}{space 3}-5.593508
{txt}{space 16}hdempct {c |}{col 25}{res}{space 2}-.3816762{col 37}{space 2} .5636796{col 48}{space 1}   -0.68{col 57}{space 3}0.498{col 65}{space 4}-1.486468{col 78}{space 3} .7231155
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2} .8576449{col 37}{space 2} .5891814{col 48}{space 1}    1.46{col 57}{space 3}0.145{col 65}{space 4}-.2971295{col 78}{space 3} 2.012419
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} 7.507832{col 37}{space 2} 2.614482{col 48}{space 1}    2.87{col 57}{space 3}0.004{col 65}{space 4} 2.383541{col 78}{space 3} 12.63212
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2}-2.485743{col 37}{space 2} 2.155982{col 48}{space 1}   -1.15{col 57}{space 3}0.249{col 65}{space 4} -6.71139{col 78}{space 3} 1.739904
{txt}{space 19}asct {c |}{col 25}{res}{space 2} .0118743{col 37}{space 2} .5174127{col 48}{space 1}    0.02{col 57}{space 3}0.982{col 65}{space 4}-1.002236{col 78}{space 3} 1.025985
{txt}{space 19}asci {c |}{col 25}{res}{space 2}-5.353055{col 37}{space 2} 4.452216{col 48}{space 1}   -1.20{col 57}{space 3}0.229{col 65}{space 4}-14.07924{col 78}{space 3} 3.373128
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.6516374{col 37}{space 2} .0729956{col 48}{space 1}   -8.93{col 57}{space 3}0.000{col 65}{space 4}-.7947063{col 78}{space 3}-.5085686
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2} 1.961393{col 37}{space 2} 2.662404{col 48}{space 1}    0.74{col 57}{space 3}0.461{col 65}{space 4}-3.256822{col 78}{space 3} 7.179608
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2} .0183498{col 37}{space 2} 1.027844{col 48}{space 1}    0.02{col 57}{space 3}0.986{col 65}{space 4}-1.996188{col 78}{space 3} 2.032888
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2}  6.06739{col 37}{space 2} 3.384695{col 48}{space 1}    1.79{col 57}{space 3}0.073{col 65}{space 4}-.5664917{col 78}{space 3} 12.70127
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}-5.889816{col 37}{space 2} 9.318578{col 48}{space 1}   -0.63{col 57}{space 3}0.527{col 65}{space 4}-24.15389{col 78}{space 3} 12.37426
{txt}{space 20}grh {c |}{col 25}{res}{space 2} 1.665067{col 37}{space 2} 5.005814{col 48}{space 1}    0.33{col 57}{space 3}0.739{col 65}{space 4}-8.146148{col 78}{space 3} 11.47628
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} .7632294{col 37}{space 2}  4.22515{col 48}{space 1}    0.18{col 57}{space 3}0.857{col 65}{space 4}-7.517911{col 78}{space 3}  9.04437
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2} -.729853{col 37}{space 2} 7.608532{col 48}{space 1}   -0.10{col 57}{space 3}0.924{col 65}{space 4} -15.6423{col 78}{space 3}  14.1826
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 4.872651{col 37}{space 2} 7.919854{col 48}{space 1}    0.62{col 57}{space 3}0.538{col 65}{space 4}-10.64998{col 78}{space 3} 20.39528
{txt}{space 17}reagan {c |}{col 25}{res}{space 2}-.8764704{col 37}{space 2} 13.81376{col 48}{space 1}   -0.06{col 57}{space 3}0.949{col 65}{space 4}-27.95094{col 78}{space 3}   26.198
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2}-4.317065{col 37}{space 2}   9.9478{col 48}{space 1}   -0.43{col 57}{space 3}0.664{col 65}{space 4} -23.8144{col 78}{space 3} 15.18027
{txt}{space 16}clinton {c |}{col 25}{res}{space 2}-1.504556{col 37}{space 2} 10.87924{col 48}{space 1}   -0.14{col 57}{space 3}0.890{col 65}{space 4}-22.82748{col 78}{space 3} 19.81837
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 11.51805{col 37}{space 2} 9.512679{col 48}{space 1}    1.21{col 57}{space 3}0.226{col 65}{space 4}-7.126462{col 78}{space 3} 30.16255
{txt}{space 18}_cons {c |}{col 25}{res}{space 2} -27.6625{col 37}{space 2} 24.13315{col 48}{space 1}   -1.15{col 57}{space 3}0.252{col 65}{space 4} -74.9626{col 78}{space 3}  19.6376
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 15.137417
                {txt}sigma_e {c |} {res} 42.550004
                    {txt}rho {c |} {res}  .1123438{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6150.065{col 48}   22{col 57} 12344.13{col 69} 12456.02
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. *
. test prgrowth + prgrowthupg = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}prgrowth + prgrowthupg = 0{p_end}

{txt}{col 12}chi2(  1) ={res}   66.60
{txt}{col 10}Prob > chi2 =  {res}  0.0000
{txt}
{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.2b): INCLUSION OF ONLY GENERALIZED PROPOSAL (EXECREQGP)  & "CONTROL" COVARIATES FROM EIP MODEL (INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES: KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth execreqgp execreqgpupg unifiedpartygovt hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush if ip!=., ///
>           fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2126                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0164                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.1441                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}22{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.5740                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 14}execreqgp {c |}{col 25}{res}{space 2} 1.298419{col 37}{space 2} .4018995{col 48}{space 1}    3.23{col 57}{space 3}0.001{col 65}{space 4} .5107101{col 78}{space 3} 2.086127
{txt}{space 11}execreqgpupg {c |}{col 25}{res}{space 2}-.9620611{col 37}{space 2} .4408882{col 48}{space 1}   -2.18{col 57}{space 3}0.029{col 65}{space 4}-1.826186{col 78}{space 3}-.0979361
{txt}{space 7}unifiedpartygovt {c |}{col 25}{res}{space 2} -15.4821{col 37}{space 2} 5.032574{col 48}{space 1}   -3.08{col 57}{space 3}0.002{col 65}{space 4}-25.34577{col 78}{space 3}-5.618438
{txt}{space 16}hdempct {c |}{col 25}{res}{space 2}-.5275073{col 37}{space 2} .4962761{col 48}{space 1}   -1.06{col 57}{space 3}0.288{col 65}{space 4} -1.50019{col 78}{space 3} .4451759
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2} .6442681{col 37}{space 2} .5879284{col 48}{space 1}    1.10{col 57}{space 3}0.273{col 65}{space 4}-.5080504{col 78}{space 3} 1.796587
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} 3.500036{col 37}{space 2}  2.35737{col 48}{space 1}    1.48{col 57}{space 3}0.138{col 65}{space 4}-1.120324{col 78}{space 3} 8.120396
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2} .8117949{col 37}{space 2} 2.018133{col 48}{space 1}    0.40{col 57}{space 3}0.687{col 65}{space 4}-3.143673{col 78}{space 3} 4.767263
{txt}{space 19}asct {c |}{col 25}{res}{space 2}-.1409519{col 37}{space 2} .5402634{col 48}{space 1}   -0.26{col 57}{space 3}0.794{col 65}{space 4}-1.199849{col 78}{space 3} .9179449
{txt}{space 19}asci {c |}{col 25}{res}{space 2}-7.192116{col 37}{space 2} 4.277701{col 48}{space 1}   -1.68{col 57}{space 3}0.093{col 65}{space 4}-15.57626{col 78}{space 3} 1.192024
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.7932827{col 37}{space 2} .1504307{col 48}{space 1}   -5.27{col 57}{space 3}0.000{col 65}{space 4}-1.088121{col 78}{space 3}-.4984438
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2} 5.459607{col 37}{space 2} 3.401556{col 48}{space 1}    1.61{col 57}{space 3}0.108{col 65}{space 4} -1.20732{col 78}{space 3} 12.12653
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}-.5000804{col 37}{space 2} 1.066559{col 48}{space 1}   -0.47{col 57}{space 3}0.639{col 65}{space 4}-2.590497{col 78}{space 3} 1.590336
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 8.746623{col 37}{space 2} 3.666385{col 48}{space 1}    2.39{col 57}{space 3}0.017{col 65}{space 4}  1.56064{col 78}{space 3} 15.93261
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}-16.90036{col 37}{space 2} 12.81184{col 48}{space 1}   -1.32{col 57}{space 3}0.187{col 65}{space 4} -42.0111{col 78}{space 3} 8.210388
{txt}{space 20}grh {c |}{col 25}{res}{space 2} 10.92958{col 37}{space 2} 7.721667{col 48}{space 1}    1.42{col 57}{space 3}0.157{col 65}{space 4}-4.204606{col 78}{space 3} 26.06377
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} 1.711688{col 37}{space 2} 4.541385{col 48}{space 1}    0.38{col 57}{space 3}0.706{col 65}{space 4}-7.189263{col 78}{space 3} 10.61264
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2}-9.062209{col 37}{space 2} 11.73154{col 48}{space 1}   -0.77{col 57}{space 3}0.440{col 65}{space 4}-32.05561{col 78}{space 3} 13.93119
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 10.32542{col 37}{space 2} 10.04988{col 48}{space 1}    1.03{col 57}{space 3}0.304{col 65}{space 4}-9.371995{col 78}{space 3} 30.02283
{txt}{space 17}reagan {c |}{col 25}{res}{space 2}-10.82474{col 37}{space 2} 19.69656{col 48}{space 1}   -0.55{col 57}{space 3}0.583{col 65}{space 4}-49.42929{col 78}{space 3}  27.7798
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2}-8.747656{col 37}{space 2} 14.96335{col 48}{space 1}   -0.58{col 57}{space 3}0.559{col 65}{space 4}-38.07527{col 78}{space 3} 20.57996
{txt}{space 16}clinton {c |}{col 25}{res}{space 2}-1.704472{col 37}{space 2} 14.93734{col 48}{space 1}   -0.11{col 57}{space 3}0.909{col 65}{space 4}-30.98112{col 78}{space 3} 27.57218
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 13.83614{col 37}{space 2}  13.6941{col 48}{space 1}    1.01{col 57}{space 3}0.312{col 65}{space 4}-13.00381{col 78}{space 3} 40.67608
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-16.47377{col 37}{space 2}  26.7104{col 48}{space 1}   -0.62{col 57}{space 3}0.537{col 65}{space 4}-68.82519{col 78}{space 3} 35.87765
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 18.747265
                {txt}sigma_e {c |} {res} 47.587203
                    {txt}rho {c |} {res} .13435003{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6283.766{col 48}   22{col 57} 12611.53{col 69} 12723.42
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. *
. test execreqgp + execreqgpupg  = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}execreqgp + execreqgpupg = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    1.06
{txt}{col 10}Prob > chi2 =  {res}  0.3037
{txt}
{com}. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.2c): EXTERNALLY-INDUCED PREFERENCE (EIP) PROPOSAL & INTERNALLY-INDUCED BUDGETARY PREFERENCES (IP), INCLUSION OF "CONTROL" COVARIATES IN EIP MODEL: INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES (KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth eip eipupg ip ipupg unifiedpartygovt hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush, fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2154                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0136                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.1535                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}24{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.5388                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 20}eip {c |}{col 25}{res}{space 2} 1.173049{col 37}{space 2} .3824116{col 48}{space 1}    3.07{col 57}{space 3}0.002{col 65}{space 4} .4235358{col 78}{space 3} 1.922562
{txt}{space 17}eipupg {c |}{col 25}{res}{space 2}-.9605145{col 37}{space 2}  .439784{col 48}{space 1}   -2.18{col 57}{space 3}0.029{col 65}{space 4}-1.822475{col 78}{space 3}-.0985537
{txt}{space 21}ip {c |}{col 25}{res}{space 2} 1.678034{col 37}{space 2} .4787311{col 48}{space 1}    3.51{col 57}{space 3}0.000{col 65}{space 4} .7397387{col 78}{space 3}  2.61633
{txt}{space 18}ipupg {c |}{col 25}{res}{space 2}  -.60029{col 37}{space 2} .7557901{col 48}{space 1}   -0.79{col 57}{space 3}0.427{col 65}{space 4}-2.081611{col 78}{space 3} .8810313
{txt}{space 7}unifiedpartygovt {c |}{col 25}{res}{space 2}-14.15152{col 37}{space 2} 4.564889{col 48}{space 1}   -3.10{col 57}{space 3}0.002{col 65}{space 4}-23.09854{col 78}{space 3}-5.204499
{txt}{space 16}hdempct {c |}{col 25}{res}{space 2}-.4532084{col 37}{space 2} .4882171{col 48}{space 1}   -0.93{col 57}{space 3}0.353{col 65}{space 4}-1.410096{col 78}{space 3} .5036795
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2} .8175737{col 37}{space 2} .5951795{col 48}{space 1}    1.37{col 57}{space 3}0.170{col 65}{space 4}-.3489566{col 78}{space 3} 1.984104
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} 4.227723{col 37}{space 2} 2.317226{col 48}{space 1}    1.82{col 57}{space 3}0.068{col 65}{space 4}-.3139562{col 78}{space 3} 8.769402
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2} .4410797{col 37}{space 2} 1.940072{col 48}{space 1}    0.23{col 57}{space 3}0.820{col 65}{space 4}-3.361391{col 78}{space 3} 4.243551
{txt}{space 19}asct {c |}{col 25}{res}{space 2}-.1670896{col 37}{space 2} .5338869{col 48}{space 1}   -0.31{col 57}{space 3}0.754{col 65}{space 4}-1.213489{col 78}{space 3} .8793095
{txt}{space 19}asci {c |}{col 25}{res}{space 2}-6.626767{col 37}{space 2} 4.130387{col 48}{space 1}   -1.60{col 57}{space 3}0.109{col 65}{space 4}-14.72218{col 78}{space 3} 1.468642
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.7283314{col 37}{space 2} .1435985{col 48}{space 1}   -5.07{col 57}{space 3}0.000{col 65}{space 4}-1.009779{col 78}{space 3}-.4468835
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2} 4.725513{col 37}{space 2} 3.295745{col 48}{space 1}    1.43{col 57}{space 3}0.152{col 65}{space 4}-1.734028{col 78}{space 3} 11.18505
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}-.5374379{col 37}{space 2} 1.047711{col 48}{space 1}   -0.51{col 57}{space 3}0.608{col 65}{space 4}-2.590913{col 78}{space 3} 1.516037
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 8.494405{col 37}{space 2} 3.636441{col 48}{space 1}    2.34{col 57}{space 3}0.019{col 65}{space 4} 1.367112{col 78}{space 3}  15.6217
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}-17.60021{col 37}{space 2} 12.94699{col 48}{space 1}   -1.36{col 57}{space 3}0.174{col 65}{space 4}-42.97585{col 78}{space 3} 7.775432
{txt}{space 20}grh {c |}{col 25}{res}{space 2} 9.406171{col 37}{space 2}  7.57628{col 48}{space 1}    1.24{col 57}{space 3}0.214{col 65}{space 4}-5.443065{col 78}{space 3} 24.25541
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} 1.253312{col 37}{space 2} 4.564538{col 48}{space 1}    0.27{col 57}{space 3}0.784{col 65}{space 4}-7.693018{col 78}{space 3} 10.19964
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2}-5.250904{col 37}{space 2} 10.48801{col 48}{space 1}   -0.50{col 57}{space 3}0.617{col 65}{space 4}-25.80703{col 78}{space 3} 15.30522
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 14.95612{col 37}{space 2} 9.813524{col 48}{space 1}    1.52{col 57}{space 3}0.128{col 65}{space 4}-4.278031{col 78}{space 3} 34.19028
{txt}{space 17}reagan {c |}{col 25}{res}{space 2}-3.524764{col 37}{space 2} 18.83831{col 48}{space 1}   -0.19{col 57}{space 3}0.852{col 65}{space 4}-40.44717{col 78}{space 3} 33.39764
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2}-2.560424{col 37}{space 2} 14.33967{col 48}{space 1}   -0.18{col 57}{space 3}0.858{col 65}{space 4}-30.66566{col 78}{space 3} 25.54481
{txt}{space 16}clinton {c |}{col 25}{res}{space 2} 5.162746{col 37}{space 2} 15.26787{col 48}{space 1}    0.34{col 57}{space 3}0.735{col 65}{space 4}-24.76173{col 78}{space 3} 35.08722
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 20.06151{col 37}{space 2} 13.79116{col 48}{space 1}    1.45{col 57}{space 3}0.146{col 65}{space 4}-6.968666{col 78}{space 3} 47.09169
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-30.37125{col 37}{space 2} 28.86713{col 48}{space 1}   -1.05{col 57}{space 3}0.293{col 65}{space 4} -86.9498{col 78}{space 3} 26.20729
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 17.389496
                {txt}sigma_e {c |} {res} 47.543955
                    {txt}rho {c |} {res}  .1179928{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6281.632{col 48}   24{col 57} 12611.26{col 69} 12733.32
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. *
. test ip + ipupg = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}ip + ipupg = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    3.30
{txt}{col 10}Prob > chi2 =  {res}  0.0691
{txt}
{com}. 
. test eip + eipupg = 0 

{p 0 7}{space 1}{text:( 1)}{space 1} {res}eip + eipupg = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    0.38
{txt}{col 10}Prob > chi2 =  {res}  0.5383
{txt}
{com}. 
. *
. 
. test ip = eip

{p 0 7}{space 1}{text:( 1)}{space 1}{space 1}{res}- eip + ip = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    1.77
{txt}{col 10}Prob > chi2 =  {res}  0.1832
{txt}
{com}. 
. test ip + ipupg = eip + eipupg

{p 0 7}{space 1}{text:( 1)}{space 1}{space 1}{res}- eip - eipupg + ip + ipupg = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    1.66
{txt}{col 10}Prob > chi2 =  {res}  0.1981
{txt}
{com}. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. 
. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * ASYMMETRIC PRESIDENTIAL BUDGETARY INDFLUENCE, II: MULTIPLICATIVE MODELS INVOLVING PRESIDENTS SEEKS LESS OR EQUAL FUNDING VIS-A-VIS CONGRESS [= 1 if REQUEST <= APPROPRIATIONS; = 0 if REQUEST > APPROPRIATIONS] *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. generate prgrowthasym=prgrowth*asymmetric
{txt}(282 missing values generated)

{com}. 
. generate execreqgpasym=execreqgp*asymmetric
{txt}(398 missing values generated)

{com}. 
. generate eipasym=eip*asymmetric
{txt}(318 missing values generated)

{com}. 
. generate ipasym=ip*asymmetric
{txt}(398 missing values generated)

{com}. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.3a): INCLUSION OF OBSERVED EXECUTIVE BUDGET PROPOSAL GROWTH & "CONTROL" COVARIATES FROM EIP MODEL (INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES: KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth prgrowth prgrowthasym asymmetric hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush if ip!=., ///
>           fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.4409                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0388                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.3888                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}22{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.3476                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}prgrowth {c |}{col 25}{res}{space 2} .6761853{col 37}{space 2} .1327778{col 48}{space 1}    5.09{col 57}{space 3}0.000{col 65}{space 4} .4159455{col 78}{space 3} .9364251
{txt}{space 11}prgrowthasym {c |}{col 25}{res}{space 2}-.0748204{col 37}{space 2} .1242015{col 48}{space 1}   -0.60{col 57}{space 3}0.547{col 65}{space 4}-.3182508{col 78}{space 3} .1686101
{txt}{space 13}asymmetric {c |}{col 25}{res}{space 2} 32.14504{col 37}{space 2} 5.861407{col 48}{space 1}    5.48{col 57}{space 3}0.000{col 65}{space 4} 20.65689{col 78}{space 3} 43.63319
{txt}{space 16}hdempct {c |}{col 25}{res}{space 2}-.9735844{col 37}{space 2} .5319885{col 48}{space 1}   -1.83{col 57}{space 3}0.067{col 65}{space 4}-2.016263{col 78}{space 3} .0690939
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2} 1.112417{col 37}{space 2}  .537443{col 48}{space 1}    2.07{col 57}{space 3}0.038{col 65}{space 4} .0590481{col 78}{space 3} 2.165786
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} 4.637939{col 37}{space 2} 2.155493{col 48}{space 1}    2.15{col 57}{space 3}0.031{col 65}{space 4}   .41325{col 78}{space 3} 8.862627
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2}-2.326963{col 37}{space 2}  1.75906{col 48}{space 1}   -1.32{col 57}{space 3}0.186{col 65}{space 4}-5.774657{col 78}{space 3} 1.120731
{txt}{space 19}asct {c |}{col 25}{res}{space 2}-.1998561{col 37}{space 2} .4495274{col 48}{space 1}   -0.44{col 57}{space 3}0.657{col 65}{space 4}-1.080914{col 78}{space 3} .6812015
{txt}{space 19}asci {c |}{col 25}{res}{space 2}-2.375816{col 37}{space 2} 4.009293{col 48}{space 1}   -0.59{col 57}{space 3}0.553{col 65}{space 4}-10.23389{col 78}{space 3} 5.482254
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.7017328{col 37}{space 2} .0691474{col 48}{space 1}  -10.15{col 57}{space 3}0.000{col 65}{space 4}-.8372593{col 78}{space 3}-.5662063
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2}-.2680637{col 37}{space 2} 2.602804{col 48}{space 1}   -0.10{col 57}{space 3}0.918{col 65}{space 4}-5.369466{col 78}{space 3} 4.833339
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}-.3940648{col 37}{space 2} 1.067948{col 48}{space 1}   -0.37{col 57}{space 3}0.712{col 65}{space 4}-2.487205{col 78}{space 3} 1.699075
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 1.674976{col 37}{space 2} 2.923368{col 48}{space 1}    0.57{col 57}{space 3}0.567{col 65}{space 4} -4.05472{col 78}{space 3} 7.404672
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2} 3.523337{col 37}{space 2} 7.816432{col 48}{space 1}    0.45{col 57}{space 3}0.652{col 65}{space 4}-11.79659{col 78}{space 3} 18.84326
{txt}{space 20}grh {c |}{col 25}{res}{space 2}-2.441645{col 37}{space 2} 4.802033{col 48}{space 1}   -0.51{col 57}{space 3}0.611{col 65}{space 4}-11.85346{col 78}{space 3} 6.970167
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} .1844958{col 37}{space 2} 4.289867{col 48}{space 1}    0.04{col 57}{space 3}0.966{col 65}{space 4} -8.22349{col 78}{space 3} 8.592482
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2} 11.06964{col 37}{space 2} 6.498513{col 48}{space 1}    1.70{col 57}{space 3}0.088{col 65}{space 4}-1.667214{col 78}{space 3} 23.80649
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 3.699103{col 37}{space 2} 8.142831{col 48}{space 1}    0.45{col 57}{space 3}0.650{col 65}{space 4}-12.26055{col 78}{space 3} 19.65876
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} 17.22778{col 37}{space 2}  13.1185{col 48}{space 1}    1.31{col 57}{space 3}0.189{col 65}{space 4}-8.483999{col 78}{space 3} 42.93956
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} 10.76582{col 37}{space 2} 9.625254{col 48}{space 1}    1.12{col 57}{space 3}0.263{col 65}{space 4}-8.099335{col 78}{space 3} 29.63097
{txt}{space 16}clinton {c |}{col 25}{res}{space 2} 1.698052{col 37}{space 2} 10.49129{col 48}{space 1}    0.16{col 57}{space 3}0.871{col 65}{space 4} -18.8645{col 78}{space 3} 22.26061
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 4.723608{col 37}{space 2}  9.60542{col 48}{space 1}    0.49{col 57}{space 3}0.623{col 65}{space 4}-14.10267{col 78}{space 3} 23.54989
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-30.02883{col 37}{space 2} 21.75305{col 48}{space 1}   -1.38{col 57}{space 3}0.167{col 65}{space 4}-72.66403{col 78}{space 3} 12.60637
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res}  14.41281
                {txt}sigma_e {c |} {res} 40.099662
                    {txt}rho {c |} {res} .11440641{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6079.187{col 48}   22{col 57} 12202.37{col 69} 12314.26
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. *
. test prgrowth + prgrowthasym = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}prgrowth + prgrowthasym = 0{p_end}

{txt}{col 12}chi2(  1) ={res}   75.61
{txt}{col 10}Prob > chi2 =  {res}  0.0000
{txt}
{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.3b): INCLUSION OF ONLY GENERALIZED PROPOSAL (EXECREQGP)  & "CONTROL" COVARIATES FROM EIP MODEL (INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES: KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth  execreqgp execreqgpasym asymmetric hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush if ip!=., ///
>           fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2349                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0474                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.1766                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}22{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.5152                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 14}execreqgp {c |}{col 25}{res}{space 2} 1.412178{col 37}{space 2} .4638015{col 48}{space 1}    3.04{col 57}{space 3}0.002{col 65}{space 4} .5031441{col 78}{space 3} 2.321212
{txt}{space 10}execreqgpasym {c |}{col 25}{res}{space 2}-.5664372{col 37}{space 2} .3484154{col 48}{space 1}   -1.63{col 57}{space 3}0.104{col 65}{space 4}-1.249319{col 78}{space 3} .1164445
{txt}{space 13}asymmetric {c |}{col 25}{res}{space 2} 25.53698{col 37}{space 2} 5.392349{col 48}{space 1}    4.74{col 57}{space 3}0.000{col 65}{space 4} 14.96817{col 78}{space 3} 36.10579
{txt}{space 16}hdempct {c |}{col 25}{res}{space 2} -.821847{col 37}{space 2} .5273936{col 48}{space 1}   -1.56{col 57}{space 3}0.119{col 65}{space 4}-1.855519{col 78}{space 3} .2118254
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2} .8509124{col 37}{space 2} .6000112{col 48}{space 1}    1.42{col 57}{space 3}0.156{col 65}{space 4}-.3250879{col 78}{space 3} 2.026913
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} 2.055572{col 37}{space 2} 2.483678{col 48}{space 1}    0.83{col 57}{space 3}0.408{col 65}{space 4}-2.812347{col 78}{space 3} 6.923491
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2}-.4957313{col 37}{space 2} 1.914303{col 48}{space 1}   -0.26{col 57}{space 3}0.796{col 65}{space 4}-4.247695{col 78}{space 3} 3.256233
{txt}{space 19}asct {c |}{col 25}{res}{space 2}-.1848722{col 37}{space 2} .4355774{col 48}{space 1}   -0.42{col 57}{space 3}0.671{col 65}{space 4}-1.038588{col 78}{space 3} .6688439
{txt}{space 19}asci {c |}{col 25}{res}{space 2}-5.661724{col 37}{space 2} 3.875751{col 48}{space 1}   -1.46{col 57}{space 3}0.144{col 65}{space 4}-13.25806{col 78}{space 3} 1.934608
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.8399421{col 37}{space 2} .1796069{col 48}{space 1}   -4.68{col 57}{space 3}0.000{col 65}{space 4}-1.191965{col 78}{space 3} -.487919
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2}  1.06953{col 37}{space 2} 2.855257{col 48}{space 1}    0.37{col 57}{space 3}0.708{col 65}{space 4} -4.52667{col 78}{space 3} 6.665731
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}-.6473089{col 37}{space 2} 1.035944{col 48}{space 1}   -0.62{col 57}{space 3}0.532{col 65}{space 4}-2.677721{col 78}{space 3} 1.383103
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 4.074509{col 37}{space 2} 3.152172{col 48}{space 1}    1.29{col 57}{space 3}0.196{col 65}{space 4}-2.103635{col 78}{space 3} 10.25265
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}-3.593276{col 37}{space 2} 10.20701{col 48}{space 1}   -0.35{col 57}{space 3}0.725{col 65}{space 4}-23.59866{col 78}{space 3} 16.41211
{txt}{space 20}grh {c |}{col 25}{res}{space 2} 2.921681{col 37}{space 2} 6.290322{col 48}{space 1}    0.46{col 57}{space 3}0.642{col 65}{space 4}-9.407123{col 78}{space 3} 15.25048
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} 1.883167{col 37}{space 2} 4.146684{col 48}{space 1}    0.45{col 57}{space 3}0.650{col 65}{space 4}-6.244184{col 78}{space 3} 10.01052
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2} 12.44655{col 37}{space 2} 8.161222{col 48}{space 1}    1.53{col 57}{space 3}0.127{col 65}{space 4}-3.549147{col 78}{space 3} 28.44226
{txt}{space 17}carter {c |}{col 25}{res}{space 2}  4.86267{col 37}{space 2} 10.97159{col 48}{space 1}    0.44{col 57}{space 3}0.658{col 65}{space 4}-16.64124{col 78}{space 3} 26.36658
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} 17.40708{col 37}{space 2} 16.81586{col 48}{space 1}    1.04{col 57}{space 3}0.301{col 65}{space 4}-15.55141{col 78}{space 3} 50.36557
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} 14.05729{col 37}{space 2} 12.84446{col 48}{space 1}    1.09{col 57}{space 3}0.274{col 65}{space 4}-11.11739{col 78}{space 3} 39.23197
{txt}{space 16}clinton {c |}{col 25}{res}{space 2} 9.387314{col 37}{space 2} 13.48416{col 48}{space 1}    0.70{col 57}{space 3}0.486{col 65}{space 4}-17.04116{col 78}{space 3} 35.81578
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 14.15304{col 37}{space 2} 12.72625{col 48}{space 1}    1.11{col 57}{space 3}0.266{col 65}{space 4}-10.78995{col 78}{space 3} 39.09604
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-27.43792{col 37}{space 2} 21.78423{col 48}{space 1}   -1.26{col 57}{space 3}0.208{col 65}{space 4}-70.13423{col 78}{space 3} 15.25839
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 16.671675
                {txt}sigma_e {c |} {res} 46.908672
                    {txt}rho {c |} {res} .11214828{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6266.605{col 48}   22{col 57} 12577.21{col 69}  12689.1
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. *
. test execreqgp + execreqgpasym = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}execreqgp + execreqgpasym = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    7.86
{txt}{col 10}Prob > chi2 =  {res}  0.0050
{txt}
{com}. 
. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.3c): EXTERNALLY-INDUCED PREFERENCE (EIP) PROPOSAL & INTERNALLY-INDUCED BUDGETARY PREFERENCES (IP), INCLUSION OF "CONTROL" COVARIATES IN EIP MODEL: INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES (KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth eip eipasym ip ipasym asymmetric hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush, fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2419                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0488                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.1910                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}24{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.4737                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 20}eip {c |}{col 25}{res}{space 2} 1.305191{col 37}{space 2}  .479757{col 48}{space 1}    2.72{col 57}{space 3}0.007{col 65}{space 4} .3648847{col 78}{space 3} 2.245498
{txt}{space 16}eipasym {c |}{col 25}{res}{space 2}-.5311911{col 37}{space 2} .3492124{col 48}{space 1}   -1.52{col 57}{space 3}0.128{col 65}{space 4}-1.215635{col 78}{space 3} .1532526
{txt}{space 21}ip {c |}{col 25}{res}{space 2} 1.175554{col 37}{space 2} .5548311{col 48}{space 1}    2.12{col 57}{space 3}0.034{col 65}{space 4} .0881052{col 78}{space 3} 2.263003
{txt}{space 17}ipasym {c |}{col 25}{res}{space 2} 1.010717{col 37}{space 2} .7793415{col 48}{space 1}    1.30{col 57}{space 3}0.195{col 65}{space 4}-.5167641{col 78}{space 3} 2.538199
{txt}{space 13}asymmetric {c |}{col 25}{res}{space 2} 26.54343{col 37}{space 2} 5.476407{col 48}{space 1}    4.85{col 57}{space 3}0.000{col 65}{space 4} 15.80987{col 78}{space 3} 37.27699
{txt}{space 16}hdempct {c |}{col 25}{res}{space 2}-.7715204{col 37}{space 2} .5056753{col 48}{space 1}   -1.53{col 57}{space 3}0.127{col 65}{space 4}-1.762626{col 78}{space 3} .2195849
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2} 1.018903{col 37}{space 2} .5885533{col 48}{space 1}    1.73{col 57}{space 3}0.083{col 65}{space 4}-.1346407{col 78}{space 3} 2.172446
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} 2.583272{col 37}{space 2}   2.4368{col 48}{space 1}    1.06{col 57}{space 3}0.289{col 65}{space 4}-2.192769{col 78}{space 3} 7.359312
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2}-.6450964{col 37}{space 2} 1.856693{col 48}{space 1}   -0.35{col 57}{space 3}0.728{col 65}{space 4}-4.284148{col 78}{space 3} 2.993955
{txt}{space 19}asct {c |}{col 25}{res}{space 2} -.207234{col 37}{space 2} .4304846{col 48}{space 1}   -0.48{col 57}{space 3}0.630{col 65}{space 4}-1.050968{col 78}{space 3} .6365002
{txt}{space 19}asci {c |}{col 25}{res}{space 2}-5.763483{col 37}{space 2} 3.927276{col 48}{space 1}   -1.47{col 57}{space 3}0.142{col 65}{space 4} -13.4608{col 78}{space 3} 1.933838
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.7853322{col 37}{space 2} .1754514{col 48}{space 1}   -4.48{col 57}{space 3}0.000{col 65}{space 4}-1.129211{col 78}{space 3}-.4414537
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2} .4432581{col 37}{space 2} 2.775047{col 48}{space 1}    0.16{col 57}{space 3}0.873{col 65}{space 4}-4.995734{col 78}{space 3}  5.88225
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}  -.63697{col 37}{space 2} 1.066077{col 48}{space 1}   -0.60{col 57}{space 3}0.550{col 65}{space 4}-2.726443{col 78}{space 3} 1.452503
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 4.334911{col 37}{space 2} 3.197051{col 48}{space 1}    1.36{col 57}{space 3}0.175{col 65}{space 4}-1.931194{col 78}{space 3} 10.60102
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}-3.253717{col 37}{space 2} 10.09851{col 48}{space 1}   -0.32{col 57}{space 3}0.747{col 65}{space 4}-23.04642{col 78}{space 3} 16.53899
{txt}{space 20}grh {c |}{col 25}{res}{space 2} 2.002937{col 37}{space 2} 6.368746{col 48}{space 1}    0.31{col 57}{space 3}0.753{col 65}{space 4}-10.47957{col 78}{space 3} 14.48545
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} 1.336309{col 37}{space 2} 4.106568{col 48}{space 1}    0.33{col 57}{space 3}0.745{col 65}{space 4}-6.712417{col 78}{space 3} 9.385035
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2}   14.311{col 37}{space 2} 8.257655{col 48}{space 1}    1.73{col 57}{space 3}0.083{col 65}{space 4}-1.873711{col 78}{space 3}  30.4957
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 8.942212{col 37}{space 2} 10.64606{col 48}{space 1}    0.84{col 57}{space 3}0.401{col 65}{space 4}-11.92368{col 78}{space 3}  29.8081
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} 21.35177{col 37}{space 2} 16.39921{col 48}{space 1}    1.30{col 57}{space 3}0.193{col 65}{space 4}-10.79008{col 78}{space 3} 53.49362
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} 17.56228{col 37}{space 2} 12.74754{col 48}{space 1}    1.38{col 57}{space 3}0.168{col 65}{space 4}-7.422434{col 78}{space 3} 42.54699
{txt}{space 16}clinton {c |}{col 25}{res}{space 2} 14.03504{col 37}{space 2} 13.73896{col 48}{space 1}    1.02{col 57}{space 3}0.307{col 65}{space 4}-12.89281{col 78}{space 3}  40.9629
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 18.43734{col 37}{space 2} 13.07552{col 48}{space 1}    1.41{col 57}{space 3}0.159{col 65}{space 4}-7.190195{col 78}{space 3} 44.06488
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-39.07202{col 37}{space 2} 23.90517{col 48}{space 1}   -1.63{col 57}{space 3}0.102{col 65}{space 4}-85.92529{col 78}{space 3}  7.78126
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 15.201803
                {txt}sigma_e {c |} {res} 46.735791
                    {txt}rho {c |} {res}  .0956784{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6261.144{col 48}   24{col 57} 12570.29{col 69} 12692.35
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. *
. test ip + ipasym = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}ip + ipasym = 0{p_end}

{txt}{col 12}chi2(  1) ={res}   12.56
{txt}{col 10}Prob > chi2 =  {res}  0.0004
{txt}
{com}. 
. test eip + eipasym = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}eip + eipasym = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    6.77
{txt}{col 10}Prob > chi2 =  {res}  0.0093
{txt}
{com}. 
. *
. 
. test ip = eip

{p 0 7}{space 1}{text:( 1)}{space 1}{space 1}{res}- eip + ip = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    0.09
{txt}{col 10}Prob > chi2 =  {res}  0.7674
{txt}
{com}. 
. test ip + ipasym = eip + eipasym

{p 0 7}{space 1}{text:( 1)}{space 1}{space 1}{res}- eip - eipasym + ip + ipasym = 0{p_end}

{txt}{col 12}chi2(  1) ={res}   10.31
{txt}{col 10}Prob > chi2 =  {res}  0.0013
{txt}
{com}. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. 
. 
. save "D:\Asymmetric Loss Project\New Version (2012)\Data Folder\policy priorities.unrestricted reported EIP models.01-10-13.allvars.dta", replace
{txt}(note: file D:\Asymmetric Loss Project\New Version (2012)\Data Folder\policy priorities.unrestricted reported EIP models.01-10-13.allvars.dta not found)
file D:\Asymmetric Loss Project\New Version (2012)\Data Folder\policy priorities.unrestricted reported EIP models.01-10-13.allvars.dta saved

{com}. 
. log close
      {txt}name:  {res}<unnamed>
       {txt}log:  {res}D:\Asymmetric Loss Project\New Version (2012)\Data Folder\policy priorities.unrestricted reported EIP models.01-10-12.smcl
  {txt}log type:  {res}smcl
 {txt}closed on:  {res}10 Jan 2013, 16:53:47
{txt}{.-}
{smcl}
{txt}{sf}{ul off}